+2,941.1%
SHOP vs RUN
+43.4%
+2,897.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.3% |
| 7D | -13.2% | -3.4% | -9.9% | -12.5% |
| 30D | -17.0% | -14.0% | -3.1% | -14.2% |
| 3M | +17.0% | -27.5% | +44.5% | +24.8% |
| 6M | -2.1% | -29.0% | +26.8% | +3.5% |
| YTD | -21.4% | -53.1% | +31.7% | -10.8% |
| 1Y | -11.0% | -46.7% | +35.8% | -3.6% |
| 3Y | +100.9% | -38.3% | +139.2% | +52.4% |
| 5Y | -14.7% | -80.7% | +66.0% | -15.9% |
| All | +2,941.1% | +43.4% | +2,897.7% | +1,481.5% |
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