+3,772.8%
SHOP vs STRL
+3,816.9%
-44.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -0.9% | -1.5% |
| 7D | +2.1% | +23.4% | -21.3% | -1.4% |
| 30D | -16.8% | -39.5% | +22.7% | -10.8% |
| 3M | -2.4% | -45.1% | +42.6% | +5.7% |
| 6M | +47.0% | -64.6% | +111.6% | +68.0% |
| YTD | -8.8% | -1.5% | -7.3% | -23.2% |
| 1Y | -6.3% | -20.8% | +14.5% | -16.8% |
| 3Y | +139.3% | +353.1% | -213.8% | +33.6% |
| 5Y | -12.1% | +942.9% | -955.0% | -60.4% |
| All | +3,772.8% | +3,816.9% | -44.1% | +1,246.9% |
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