+3,772.8%
SHOP vs ROST
+310.3%
+3,462.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -0.8% |
| 7D | +2.1% | +0.9% | +1.3% | +1.6% |
| 30D | -16.8% | +5.1% | -22.0% | -19.1% |
| 3M | -2.4% | -4.3% | +1.8% | -0.4% |
| 6M | +47.0% | +9.4% | +37.6% | +38.5% |
| YTD | -8.8% | +32.5% | -41.3% | -22.7% |
| 1Y | -6.3% | +46.9% | -53.2% | -25.0% |
| 3Y | +139.3% | +98.1% | +41.2% | +62.5% |
| 5Y | -12.1% | +116.9% | -129.0% | -44.1% |
| All | +3,772.8% | +310.3% | +3,462.5% | +1,907.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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