+3,772.8%
SHOP vs SBAC
+111.6%
+3,661.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.1% |
| 7D | +2.1% | -2.7% | +4.8% | +3.3% |
| 30D | -16.8% | +3.3% | -20.1% | -18.2% |
| 3M | -2.4% | +3.3% | -5.7% | -4.1% |
| 6M | +47.0% | -10.9% | +58.0% | +53.3% |
| YTD | -8.8% | -1.0% | -7.8% | -11.7% |
| 1Y | -6.3% | -4.5% | -1.8% | -7.6% |
| 3Y | +139.3% | -8.7% | +148.0% | +124.3% |
| 5Y | -12.1% | -40.6% | +28.5% | +9.5% |
| All | +3,772.8% | +111.6% | +3,661.2% | +3,046.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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