+8,552.4%
SHOP vs RMBS
+475.0%
+8,077.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +1.5% |
| 7D | -1.2% | +10.3% | -11.6% | -5.2% |
| 30D | -14.7% | -10.7% | -4.0% | -11.9% |
| 3M | -7.2% | -17.2% | +10.0% | -2.4% |
| 6M | +54.2% | -39.0% | +93.2% | +73.3% |
| YTD | -8.6% | -10.5% | +1.9% | -22.2% |
| 1Y | +0.5% | -11.0% | +11.5% | -14.9% |
| 3Y | +135.9% | +31.3% | +104.6% | +41.6% |
| 5Y | -11.9% | +242.8% | -254.7% | -70.8% |
| 10Y | +3,608.8% | +536.9% | +3,071.8% | +733.1% |
| All | +8,552.4% | +475.0% | +8,077.3% | +1,980.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling