+754.6%
SHOP vs REPL
+37.4%
+717.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -1.7% |
| 7D | +2.1% | +9.8% | -7.7% | +1.5% |
| 30D | -16.8% | +81.5% | -98.4% | -20.0% |
| 3M | -2.4% | +44.2% | -46.6% | -4.9% |
| 6M | +47.0% | +437.4% | -390.4% | +23.4% |
| YTD | -8.8% | +126.1% | -134.9% | -22.2% |
| 1Y | -6.3% | +143.1% | -149.4% | -20.6% |
| 3Y | +139.3% | +97.8% | +41.4% | +55.3% |
| 5Y | -12.1% | -34.3% | +22.2% | -33.6% |
| All | +754.6% | +37.4% | +717.2% | +344.5% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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