+8,434.7%
SHOP vs STZ
+27.5%
+8,407.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | -5.1% | -1.9% | -3.2% | -4.5% |
| 30D | +0.6% | -1.9% | +2.5% | +1.2% |
| 3M | +25.0% | -6.2% | +31.3% | +27.4% |
| 6M | +11.9% | -14.0% | +25.9% | +16.6% |
| YTD | -9.9% | -5.1% | -4.7% | -10.9% |
| 1Y | 0.0% | -9.6% | +9.5% | +0.4% |
| 3Y | +117.5% | -47.2% | +164.7% | +168.1% |
| 5Y | -6.6% | -33.6% | +26.9% | +5.1% |
| 10Y | +3,320.3% | -9.8% | +3,330.1% | +3,098.8% |
| All | +8,434.7% | +27.5% | +8,407.2% | +7,213.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling