+3,673.5%
SHOP vs RUN
-31.9%
+3,705.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -5.1% | +1.3% | -6.4% | -5.4% |
| 30D | +0.6% | -15.3% | +15.8% | +4.0% |
| 3M | +25.0% | -40.0% | +65.0% | +38.9% |
| 6M | +11.9% | -27.0% | +38.9% | +17.2% |
| YTD | -9.9% | -51.7% | +41.8% | +1.0% |
| 1Y | 0.0% | -45.9% | +45.9% | +7.4% |
| 3Y | +117.5% | -43.8% | +161.3% | +75.1% |
| 5Y | -6.6% | -80.5% | +73.8% | -7.7% |
| 10Y | +3,320.3% | +45.3% | +3,275.1% | +1,907.0% |
| All | +3,673.5% | -31.9% | +3,705.4% | +2,221.9% |
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