+3,772.8%
SHOP vs RF
+219.4%
+3,553.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.5% |
| 7D | +2.1% | +0.4% | +1.8% | +2.0% |
| 30D | -16.8% | +5.6% | -22.4% | -18.5% |
| 3M | -2.4% | -8.9% | +6.5% | +1.2% |
| 6M | +47.0% | +7.1% | +39.9% | +43.0% |
| YTD | -8.8% | +8.3% | -17.1% | -12.0% |
| 1Y | -6.3% | +16.8% | -23.1% | -12.0% |
| 3Y | +139.3% | +115.0% | +24.3% | +83.9% |
| 5Y | -12.1% | +46.4% | -58.5% | -24.2% |
| All | +3,772.8% | +219.4% | +3,553.4% | +2,714.0% |
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