+2,993.7%
SHOP vs RSG
+428.9%
+2,564.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +1.0% | +1.3% |
| 7D | -11.2% | 0.0% | -11.2% | -11.2% |
| 30D | -14.4% | +4.0% | -18.3% | -16.3% |
| 3M | +16.6% | +7.4% | +9.2% | +11.8% |
| 6M | -0.6% | +0.1% | -0.7% | -1.4% |
| YTD | -20.0% | +6.0% | -26.0% | -23.6% |
| 1Y | -11.2% | -3.0% | -8.2% | -10.9% |
| 3Y | +99.5% | +56.5% | +43.0% | +44.7% |
| 5Y | -13.2% | +90.9% | -104.1% | -44.9% |
| All | +2,993.7% | +428.9% | +2,564.7% | +800.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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