+3,569.5%
SHOP vs STZ
+9.8%
+3,559.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.8% | +5.4% | +4.2% |
| 7D | -5.4% | +4.9% | -10.4% | -6.9% |
| 30D | -10.3% | +20.9% | -31.2% | -16.3% |
| 3M | +1.0% | +8.0% | -7.0% | -2.0% |
| 6M | +41.2% | -5.3% | +46.5% | +43.0% |
| YTD | -7.5% | +5.9% | -13.4% | -12.3% |
| 1Y | -4.6% | +14.2% | -18.8% | -12.5% |
| 3Y | +146.4% | -37.0% | +183.4% | +182.1% |
| 5Y | -2.5% | -29.7% | +27.2% | +7.4% |
| All | +3,569.5% | +9.8% | +3,559.7% | +3,236.8% |
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