+3,663.5%
SHOP vs RF
+241.0%
+3,422.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.9% |
| 7D | -2.5% | -1.3% | -1.1% | -1.9% |
| 30D | -16.7% | +4.6% | -21.4% | -18.1% |
| 3M | -2.2% | -8.4% | +6.3% | +1.2% |
| 6M | +45.6% | +8.9% | +36.7% | +40.7% |
| YTD | -7.3% | +8.8% | -16.1% | -10.6% |
| 1Y | -6.1% | +18.9% | -25.0% | -12.4% |
| 3Y | +143.3% | +116.0% | +27.3% | +87.2% |
| 5Y | +0.2% | +46.0% | -45.9% | -13.6% |
| 10Y | +3,663.5% | +231.7% | +3,431.8% | +2,808.0% |
| All | +3,663.5% | +241.0% | +3,422.4% | +2,808.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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