+8,524.1%
SHOP vs USFR
+28.4%
+8,495.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | +2.8% | +0.1% | +2.8% | +2.7% |
| 30D | -14.2% | +0.4% | -14.6% | -14.6% |
| 3M | -5.5% | +1.1% | -6.6% | -6.6% |
| 6M | +32.8% | +2.1% | +30.7% | +29.8% |
| YTD | -8.9% | +3.4% | -12.4% | -12.4% |
| 1Y | -7.7% | +4.1% | -11.8% | -11.9% |
| 3Y | +139.0% | +14.4% | +124.6% | +104.1% |
| 5Y | -0.5% | +21.4% | -21.9% | -21.4% |
| 10Y | +3,557.0% | +28.5% | +3,528.5% | +2,565.9% |
| All | +8,524.1% | +28.4% | +8,495.7% | +6,590.3% |
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