+2,941.1%
SHOP vs USFR
+28.0%
+2,913.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.2% | -0.2% |
| 7D | -13.2% | +0.1% | -13.3% | -13.2% |
| 30D | -17.0% | +0.3% | -17.4% | -17.1% |
| 3M | +17.0% | +1.0% | +16.0% | +16.6% |
| 6M | -2.1% | +1.9% | -4.1% | -2.9% |
| YTD | -21.4% | +2.7% | -24.0% | -22.3% |
| 1Y | -11.0% | +4.0% | -15.0% | -12.8% |
| 3Y | +100.9% | +14.1% | +86.9% | +87.1% |
| 5Y | -14.7% | +20.5% | -35.2% | -24.0% |
| All | +2,941.1% | +28.0% | +2,913.0% | +2,436.8% |
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