+4,399.2%
SHOP vs RACE
+670.3%
+3,728.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.3% | -3.7% | -4.3% |
| 7D | -13.9% | +5.7% | -19.5% | -17.5% |
| 30D | -12.6% | +9.3% | -21.9% | -18.5% |
| 3M | -0.3% | +3.8% | -4.2% | -3.5% |
| 6M | +33.6% | +29.8% | +3.8% | +8.1% |
| YTD | -10.7% | +15.6% | -26.3% | -21.6% |
| 1Y | -11.8% | +5.1% | -16.8% | -16.9% |
| 3Y | +133.9% | +30.8% | +103.1% | +65.6% |
| 5Y | -5.9% | +67.4% | -73.3% | -43.7% |
| 10Y | +3,571.8% | +793.6% | +2,778.2% | +752.1% |
| All | +4,399.2% | +670.3% | +3,728.9% | +762.9% |
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