+8,659.4%
SHOP vs SBAC
+79.9%
+8,579.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.9% | +5.5% | +4.4% |
| 7D | -5.4% | +1.2% | -6.7% | -5.9% |
| 30D | -10.3% | +11.2% | -21.5% | -14.7% |
| 3M | +1.0% | +4.5% | -3.5% | -1.3% |
| 6M | +41.2% | -12.2% | +53.4% | +48.2% |
| YTD | -7.5% | -0.1% | -7.4% | -10.8% |
| 1Y | -4.6% | -0.3% | -4.3% | -7.9% |
| 3Y | +146.4% | -8.7% | +155.1% | +132.3% |
| 5Y | -2.5% | -40.2% | +37.6% | +19.6% |
| 10Y | +3,703.6% | +97.3% | +3,606.2% | +2,632.7% |
| All | +8,659.4% | +79.9% | +8,579.5% | +7,248.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling