-8.2%
SHOP vs S
-57.8%
+49.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.3% | -5.3% | -6.4% |
| 7D | -4.1% | -5.8% | +1.7% | -1.1% |
| 30D | -11.5% | -9.2% | -2.3% | -7.7% |
| 3M | +21.1% | +23.4% | -2.3% | +6.7% |
| 6M | +3.0% | +36.9% | -33.9% | -15.3% |
| YTD | -16.7% | +29.5% | -46.2% | -29.7% |
| 1Y | -8.3% | +5.4% | -13.7% | -14.4% |
| 3Y | +112.8% | +14.7% | +98.1% | +73.2% |
| 5Y | -9.3% | -71.5% | +62.3% | +24.3% |
| All | -8.2% | -57.8% | +49.5% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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