+112.8%
SHOP vs RUN
-35.6%
+148.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +3.7% | -11.3% | -8.1% |
| 7D | -4.1% | +10.2% | -14.2% | -5.4% |
| 30D | -11.5% | -9.6% | -1.9% | -10.5% |
| 3M | +21.1% | -31.5% | +52.6% | +26.5% |
| 6M | +3.0% | -18.7% | +21.7% | +4.5% |
| YTD | -16.7% | -49.9% | +33.2% | -11.1% |
| 1Y | -8.3% | -45.5% | +37.2% | -3.7% |
| 3Y | +112.8% | -34.1% | +146.9% | +79.5% |
| All | +112.8% | -35.6% | +148.4% | +79.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling