+3,259.3%
SHOP vs RF
+343.3%
+2,916.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.5% | -0.5% |
| 7D | -5.1% | +1.3% | -6.4% | -5.5% |
| 30D | +0.6% | -3.6% | +4.2% | +2.0% |
| 3M | +25.0% | +8.1% | +16.9% | +21.3% |
| 6M | +11.9% | +11.5% | +0.4% | +7.1% |
| YTD | -9.9% | +15.6% | -25.4% | -15.0% |
| 1Y | 0.0% | +15.7% | -15.7% | -5.9% |
| 3Y | +117.5% | +86.9% | +30.6% | +74.5% |
| 5Y | -6.6% | +89.8% | -96.5% | -23.7% |
| All | +3,259.3% | +343.3% | +2,916.0% | +2,205.3% |
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