+3,781.0%
SHOP vs RACE
+729.2%
+3,051.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.9% |
| 7D | -1.2% | -1.2% | 0.0% | -0.2% |
| 30D | -14.7% | +6.1% | -20.9% | -19.0% |
| 3M | -7.2% | -0.3% | -6.9% | -7.5% |
| 6M | +54.2% | +23.4% | +30.8% | +28.1% |
| YTD | -8.6% | +12.5% | -21.2% | -18.9% |
| 1Y | +0.5% | -0.5% | +1.0% | -1.5% |
| 3Y | +135.9% | +23.6% | +112.3% | +68.0% |
| 5Y | -11.9% | +65.4% | -77.3% | -50.6% |
| All | +3,781.0% | +729.2% | +3,051.8% | +811.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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