+8,434.7%
SHOP vs RF
+340.3%
+8,094.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.0% |
| YTD | -9.9% | +15.6% | -25.4% | -15.1% |
| 1Y | 0.0% | +15.7% | -15.7% | -6.0% |
| 3Y | +117.5% | +86.9% | +30.6% | +73.7% |
| 5Y | -6.6% | +89.8% | -96.5% | -24.3% |
| 10Y | +3,320.3% | +344.7% | +2,975.6% | +1,836.1% |
| All | +8,434.7% | +340.3% | +8,094.4% | +4,711.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling