+2,993.7%
SHOP vs NYT
+489.9%
+2,503.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.3% | +1.5% |
| 7D | -11.2% | -0.6% | -10.6% | -11.0% |
| 30D | -14.4% | +4.6% | -19.0% | -16.4% |
| 3M | +16.6% | -9.6% | +26.2% | +20.5% |
| 6M | -0.6% | -14.0% | +13.4% | +4.9% |
| YTD | -20.0% | -2.8% | -17.1% | -21.0% |
| 1Y | -11.2% | +15.6% | -26.8% | -21.0% |
| 3Y | +99.5% | +56.3% | +43.2% | +49.3% |
| 5Y | -13.2% | +39.5% | -52.7% | -33.8% |
| All | +2,993.7% | +489.9% | +2,503.8% | +1,464.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NYT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling