+8,524.1%
SHOP vs SBAC
+81.8%
+8,442.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.6% | -4.2% | -3.8% |
| 7D | +2.8% | +3.6% | -0.8% | +1.2% |
| 30D | -14.2% | +4.9% | -19.1% | -16.2% |
| 3M | -5.5% | +6.5% | -12.0% | -8.4% |
| 6M | +32.8% | -11.1% | +43.9% | +38.6% |
| YTD | -8.9% | +0.9% | -9.9% | -12.6% |
| 1Y | -7.7% | -1.6% | -6.2% | -10.3% |
| 3Y | +139.0% | -7.0% | +146.0% | +123.0% |
| 5Y | -0.5% | -39.2% | +38.7% | +21.1% |
| 10Y | +3,557.0% | +111.4% | +3,445.6% | +2,450.8% |
| All | +8,524.1% | +81.8% | +8,442.3% | +7,099.6% |
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