+65.3%
T vs SHOP
+3,040.5%
-2,975.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.6% | +7.3% | 0.0% |
| 7D | -1.5% | -4.1% | +2.6% | -1.4% |
| 30D | +7.6% | -11.5% | +19.1% | +8.1% |
| 3M | +15.3% | +21.1% | -5.7% | +14.3% |
| 6M | -8.5% | +3.0% | -11.5% | -8.9% |
| YTD | +6.8% | -16.7% | +23.5% | +7.0% |
| 1Y | -7.2% | -8.3% | +1.0% | -7.6% |
| 3Y | +108.2% | +112.8% | -4.6% | +95.2% |
| 5Y | +66.1% | -9.3% | +75.3% | +55.8% |
| 10Y | +65.3% | +3,003.4% | -2,938.1% | +23.2% |
| All | +65.3% | +3,040.5% | -2,975.2% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SHOP.
Daily Out/Under-Performance
Portfolio return minus SHOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHOP 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 SHOP 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