+7,788.2%
SHOP vs RSG
+560.7%
+7,227.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.5% | -7.1% | -7.3% |
| 7D | -4.1% | -0.7% | -3.3% | -3.7% |
| 30D | -11.5% | +3.3% | -14.8% | -13.2% |
| 3M | +21.1% | +8.5% | +12.6% | +15.2% |
| 6M | +3.0% | -3.5% | +6.5% | +4.4% |
| YTD | -16.7% | +5.5% | -22.2% | -20.2% |
| 1Y | -8.3% | -1.7% | -6.6% | -8.7% |
| 3Y | +112.8% | +56.9% | +55.9% | +54.4% |
| 5Y | -9.3% | +89.4% | -98.7% | -41.9% |
| 10Y | +3,003.4% | +412.5% | +2,590.9% | +887.1% |
| All | +7,788.2% | +560.7% | +7,227.5% | +2,062.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling