+3,557.0%
SHOP vs STRL
+3,927.3%
-370.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.5% |
| 7D | +2.8% | -19.8% | +22.7% | +5.5% |
| 30D | -14.2% | -43.6% | +29.4% | -7.0% |
| 3M | -5.5% | -45.2% | +39.7% | +2.3% |
| 6M | +32.8% | -65.7% | +98.5% | +52.4% |
| YTD | -8.9% | -5.4% | -3.5% | -22.7% |
| 1Y | -7.7% | -24.7% | +17.0% | -17.3% |
| 3Y | +139.0% | +335.0% | -196.0% | +34.7% |
| 5Y | -0.5% | +915.3% | -915.8% | -54.9% |
| 10Y | +3,557.0% | +3,877.5% | -320.5% | +1,211.9% |
| All | +3,557.0% | +3,927.3% | -370.2% | +1,211.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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