+3,557.0%
SHOP vs STZ
+11.6%
+3,545.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | +2.8% | +5.3% | -2.5% | +1.1% |
| 30D | -14.2% | +19.6% | -33.8% | -19.5% |
| 3M | -5.5% | +10.0% | -15.5% | -8.9% |
| 6M | +32.8% | -0.3% | +33.0% | +32.1% |
| YTD | -8.9% | +8.6% | -17.5% | -14.4% |
| 1Y | -7.7% | +16.6% | -24.3% | -16.0% |
| 3Y | +139.0% | -34.8% | +173.8% | +170.1% |
| 5Y | -0.5% | -27.8% | +27.3% | +8.7% |
| 10Y | +3,557.0% | +12.5% | +3,544.5% | +3,170.7% |
| All | +3,557.0% | +11.6% | +3,545.5% | +3,170.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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