+2,989.4%
SHOP vs SBAC
+78.4%
+2,911.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.0% | -4.4% | -5.0% |
| 7D | -10.6% | +0.2% | -10.8% | -10.7% |
| 30D | -18.3% | +3.9% | -22.1% | -19.6% |
| 3M | +14.8% | -8.2% | +23.0% | +18.6% |
| 6M | -5.0% | -2.8% | -2.2% | -6.1% |
| YTD | -21.2% | -1.5% | -19.7% | -23.2% |
| 1Y | -11.6% | 0.0% | -11.6% | -14.8% |
| 3Y | +101.2% | -8.4% | +109.6% | +89.0% |
| 5Y | -15.7% | -43.5% | +27.8% | +7.9% |
| 10Y | +2,989.4% | +86.9% | +2,902.5% | +2,352.9% |
| All | +2,989.4% | +78.4% | +2,911.1% | +2,352.9% |
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