+3,713.0%
SHOP vs RUN
-33.3%
+3,746.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -10.6% | +7.0% | -1.2% |
| 7D | +2.8% | +0.3% | +2.5% | +2.3% |
| 30D | -14.2% | +14.0% | -28.2% | -17.6% |
| 3M | -5.5% | -11.8% | +6.2% | -4.2% |
| 6M | +32.8% | -40.4% | +73.2% | +45.5% |
| YTD | -8.9% | -52.7% | +43.7% | +1.2% |
| 1Y | -7.7% | -52.5% | +44.8% | +2.0% |
| 3Y | +139.0% | -7.7% | +146.7% | +65.7% |
| 5Y | -0.5% | -83.9% | +83.3% | +1.7% |
| 10Y | +3,557.0% | +84.9% | +3,472.1% | +1,967.3% |
| All | +3,713.0% | -33.3% | +3,746.3% | +2,225.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling