+2,993.7%
SHOP vs TROW
+130.0%
+2,863.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.7% |
| 7D | -11.2% | -3.2% | -8.1% | -8.8% |
| 30D | -14.4% | -4.6% | -9.8% | -10.9% |
| 3M | +16.6% | -0.7% | +17.2% | +16.7% |
| 6M | -0.6% | +22.2% | -22.8% | -16.4% |
| YTD | -20.0% | +6.6% | -26.6% | -24.8% |
| 1Y | -11.2% | +5.8% | -17.0% | -16.0% |
| 3Y | +99.5% | +11.6% | +87.9% | +82.4% |
| 5Y | -13.2% | -38.9% | +25.7% | +19.4% |
| All | +2,993.7% | +130.0% | +2,863.6% | +2,496.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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