+8,434.7%
SHOP vs USFR
+27.4%
+8,407.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.6% |
| 7D | -5.1% | +0.1% | -5.2% | -5.2% |
| 30D | +0.6% | +0.3% | +0.3% | +0.3% |
| 3M | +25.0% | +1.0% | +24.0% | +23.7% |
| 6M | +11.9% | +1.9% | +10.0% | +9.5% |
| YTD | -9.9% | +2.6% | -12.5% | -12.5% |
| 1Y | 0.0% | +4.0% | -4.0% | -4.5% |
| 3Y | +117.5% | +14.1% | +103.4% | +86.1% |
| 5Y | -6.6% | +20.4% | -27.1% | -25.6% |
| 10Y | +3,320.3% | +28.0% | +3,292.3% | +2,399.6% |
| All | +8,434.7% | +27.4% | +8,407.3% | +6,579.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling