+2,989.4%
SHOP vs Z
-5.7%
+2,995.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.7% | -4.8% | -5.1% |
| 7D | -10.6% | -7.1% | -3.6% | -7.2% |
| 30D | -18.3% | -4.8% | -13.5% | -16.4% |
| 3M | +14.8% | -9.3% | +24.2% | +19.7% |
| 6M | -5.0% | -29.0% | +23.9% | +11.5% |
| YTD | -21.2% | -52.9% | +31.7% | +13.4% |
| 1Y | -11.6% | -63.1% | +51.5% | +42.2% |
| 3Y | +101.2% | -36.9% | +138.1% | +134.8% |
| 5Y | -15.7% | -65.5% | +49.8% | +21.0% |
| 10Y | +2,989.4% | -3.9% | +2,993.3% | +2,559.6% |
| All | +2,989.4% | -5.7% | +2,995.1% | +2,559.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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