+8,434.7%
SHOP vs RMBS
+497.6%
+7,937.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.9% | -1.1% |
| 7D | -5.1% | -0.3% | -4.8% | -5.0% |
| 30D | +0.6% | -12.2% | +12.8% | +5.5% |
| 3M | +25.0% | -49.5% | +74.6% | +59.7% |
| 6M | +11.9% | -7.1% | +19.1% | -0.5% |
| YTD | -9.9% | -7.0% | -2.9% | -22.7% |
| 1Y | 0.0% | +13.3% | -13.4% | -25.5% |
| 3Y | +117.5% | +49.2% | +68.2% | +23.9% |
| 5Y | -6.6% | +250.0% | -256.6% | -68.5% |
| 10Y | +3,320.3% | +495.1% | +2,825.2% | +702.8% |
| All | +8,434.7% | +497.6% | +7,937.1% | +1,968.8% |
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