+4,560.7%
SHOP vs RACE
+658.9%
+3,901.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.5% | +5.1% | +4.7% |
| 7D | -5.4% | +5.1% | -10.5% | -9.2% |
| 30D | -10.3% | +7.7% | -18.0% | -15.4% |
| 3M | +1.0% | +2.2% | -1.2% | -1.1% |
| 6M | +41.2% | +23.8% | +17.5% | +18.7% |
| YTD | -7.5% | +13.9% | -21.4% | -17.9% |
| 1Y | -4.6% | +3.8% | -8.4% | -9.3% |
| 3Y | +146.4% | +28.0% | +118.4% | +77.5% |
| 5Y | -2.5% | +64.9% | -67.5% | -41.0% |
| 10Y | +3,703.6% | +780.4% | +2,923.2% | +792.5% |
| All | +4,560.7% | +658.9% | +3,901.8% | +803.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling