+2,993.7%
SHOP vs RMBS
+566.4%
+2,427.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +0.9% |
| 7D | -11.2% | +1.8% | -13.0% | -12.0% |
| 30D | -14.4% | -13.9% | -0.5% | -9.3% |
| 3M | +16.6% | -39.8% | +56.4% | +38.7% |
| 6M | -0.6% | -6.0% | +5.4% | -12.5% |
| YTD | -20.0% | -5.4% | -14.6% | -32.5% |
| 1Y | -11.2% | -1.8% | -9.4% | -28.8% |
| 3Y | +99.5% | +53.7% | +45.8% | +8.0% |
| 5Y | -13.2% | +268.5% | -281.7% | -74.2% |
| All | +2,993.7% | +566.4% | +2,427.2% | +493.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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