+2,993.7%
SHOP vs SCCO
+1,104.1%
+1,889.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.1% | +1.9% |
| 7D | -11.2% | -2.7% | -8.6% | -10.7% |
| 30D | -14.4% | -0.7% | -13.7% | -14.8% |
| 3M | +16.6% | +8.1% | +8.5% | +11.2% |
| 6M | -0.6% | +4.1% | -4.7% | -5.3% |
| YTD | -20.0% | +41.1% | -61.1% | -34.9% |
| 1Y | -11.2% | +95.6% | -106.8% | -37.4% |
| 3Y | +99.5% | +179.3% | -79.8% | +17.2% |
| 5Y | -13.2% | +308.3% | -321.5% | -57.0% |
| All | +2,993.7% | +1,104.1% | +1,889.6% | +1,034.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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