+3,772.8%
SHOP vs USFR
+28.5%
+3,744.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +2.1% | +0.1% | +2.0% | +2.1% |
| 30D | -16.8% | +0.4% | -17.2% | -16.9% |
| 3M | -2.4% | +1.0% | -3.4% | -2.7% |
| 6M | +47.0% | +2.0% | +45.0% | +46.1% |
| YTD | -8.8% | +3.4% | -12.3% | -9.9% |
| 1Y | -6.3% | +4.1% | -10.4% | -7.8% |
| 3Y | +139.3% | +14.4% | +124.9% | +124.6% |
| 5Y | -12.1% | +21.4% | -33.5% | -21.1% |
| All | +3,772.8% | +28.5% | +3,744.3% | +3,170.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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