+25.9%
SHOP vs PL
+41.8%
-16.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.4% | -0.9% |
| 7D | +2.1% | +22.3% | -20.1% | -3.2% |
| 30D | -16.8% | -8.3% | -8.5% | -15.6% |
| 3M | -2.4% | -43.3% | +40.9% | +11.2% |
| 6M | +47.0% | -65.8% | +112.8% | +84.5% |
| YTD | -8.8% | -29.5% | +20.7% | -12.7% |
| 1Y | -6.3% | +11.7% | -18.0% | -24.3% |
| 3Y | +139.3% | +540.6% | -401.3% | -20.6% |
| 5Y | -12.1% | +32.9% | -45.0% | -55.8% |
| All | +25.9% | +41.8% | -16.0% | -36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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