+3,781.0%
SHOP vs RUN
+68.6%
+3,712.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.1% |
| 7D | -1.2% | -13.5% | +12.3% | +2.2% |
| 30D | -14.7% | +18.3% | -33.0% | -19.0% |
| 3M | -7.2% | -12.5% | +5.3% | -5.7% |
| 6M | +54.2% | -40.3% | +94.5% | +69.7% |
| YTD | -8.6% | -53.1% | +44.5% | +2.3% |
| 1Y | +0.5% | -54.3% | +54.8% | +12.7% |
| 3Y | +135.9% | -6.5% | +142.4% | +55.0% |
| 5Y | -11.9% | -85.3% | +73.4% | -7.3% |
| All | +3,781.0% | +68.6% | +3,712.4% | +1,813.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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