+3,003.4%
SHOP vs SO
+156.9%
+2,846.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +1.0% | -8.6% | -7.8% |
| 7D | -4.1% | +1.0% | -5.1% | -4.3% |
| 30D | -11.5% | -3.2% | -8.3% | -10.9% |
| 3M | +21.1% | -1.7% | +22.8% | +21.3% |
| 6M | +3.0% | -7.2% | +10.2% | +4.4% |
| YTD | -16.7% | +4.6% | -21.3% | -18.2% |
| 1Y | -8.3% | +1.2% | -9.5% | -9.4% |
| 3Y | +112.8% | +45.3% | +67.6% | +83.9% |
| 5Y | -9.3% | +58.7% | -68.0% | -24.1% |
| 10Y | +3,003.4% | +155.9% | +2,847.6% | +2,480.9% |
| All | +3,003.4% | +156.9% | +2,846.6% | +2,480.9% |
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