+3,781.0%
SHOP vs USFR
+28.6%
+3,752.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -1.2% | +0.1% | -1.3% | -1.2% |
| 30D | -14.7% | +0.4% | -15.1% | -14.8% |
| 3M | -7.2% | +1.1% | -8.3% | -7.5% |
| 6M | +54.2% | +2.0% | +52.2% | +53.2% |
| YTD | -8.6% | +3.5% | -12.1% | -9.8% |
| 1Y | +0.5% | +4.1% | -3.6% | -1.1% |
| 3Y | +135.9% | +14.4% | +121.6% | +121.6% |
| 5Y | -11.9% | +21.4% | -33.3% | -20.9% |
| All | +3,781.0% | +28.6% | +3,752.5% | +3,177.6% |
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