-15.7%
SHOP vs RUN
-80.3%
+64.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.6% | -0.9% | -4.4% |
| 7D | -10.6% | -1.8% | -8.8% | -10.3% |
| 30D | -18.3% | -10.8% | -7.5% | -16.3% |
| 3M | +14.8% | -30.2% | +45.0% | +23.2% |
| 6M | -5.0% | -22.3% | +17.3% | -2.0% |
| YTD | -21.2% | -52.2% | +30.9% | -11.5% |
| 1Y | -11.6% | -45.1% | +33.5% | -5.3% |
| 3Y | +101.2% | -37.1% | +138.3% | +48.0% |
| 5Y | -15.7% | -80.3% | +64.6% | -16.3% |
| All | -15.7% | -80.3% | +64.6% | -16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling