+680.8%
SHOP vs REPL
-7.7%
+688.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.8% | -5.8% | -7.5% |
| 7D | -4.1% | -5.7% | +1.7% | -3.8% |
| 30D | -11.5% | +22.5% | -34.0% | -12.7% |
| 3M | +21.1% | +64.7% | -43.6% | +13.6% |
| 6M | +3.0% | +83.0% | -80.0% | -10.8% |
| YTD | -16.7% | +52.0% | -68.6% | -26.9% |
| 1Y | -8.3% | +144.5% | -152.8% | -26.5% |
| 3Y | +112.8% | -25.1% | +137.9% | +58.1% |
| 5Y | -9.3% | -52.9% | +43.6% | -30.2% |
| All | +680.8% | -7.7% | +688.5% | +317.4% |
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