+3,557.0%
SHOP vs SO
+188.2%
+3,368.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.6% |
| 7D | +2.8% | -0.1% | +2.9% | +2.8% |
| 30D | -14.2% | +8.7% | -22.9% | -15.8% |
| 3M | -5.5% | +3.4% | -8.9% | -6.3% |
| 6M | +32.8% | +3.7% | +29.1% | +31.2% |
| YTD | -8.9% | +10.0% | -19.0% | -11.5% |
| 1Y | -7.7% | +6.6% | -14.3% | -9.7% |
| 3Y | +139.0% | +52.5% | +86.5% | +104.6% |
| 5Y | -0.5% | +76.1% | -76.6% | -18.8% |
| 10Y | +3,557.0% | +194.9% | +3,362.1% | +2,843.0% |
| All | +3,557.0% | +188.2% | +3,368.8% | +2,843.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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