+3,608.8%
SHOP vs RF
+279.4%
+3,329.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +3.9% | +3.7% |
| 7D | -5.4% | -0.9% | -4.5% | -5.0% |
| 30D | -10.3% | +6.0% | -16.3% | -12.2% |
| 3M | +1.0% | -8.9% | +9.9% | +4.6% |
| 6M | +41.2% | +2.3% | +38.9% | +39.8% |
| YTD | -7.5% | +7.6% | -15.0% | -10.4% |
| 1Y | -4.6% | +21.2% | -25.7% | -11.6% |
| 3Y | +146.4% | +108.5% | +37.9% | +92.5% |
| 5Y | -2.5% | +43.2% | -45.8% | -15.3% |
| All | +3,608.8% | +279.4% | +3,329.4% | +2,984.4% |
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