+458.8%
V vs SHOP
+3,642.7%
-3,184.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | +0.3% |
| 7D | -2.3% | -2.5% | +0.1% | -2.0% |
| 30D | +9.5% | -16.7% | +26.2% | +12.8% |
| 3M | +17.5% | -2.2% | +19.7% | +17.3% |
| 6M | +32.2% | +45.6% | -13.4% | +22.2% |
| YTD | +22.3% | -7.3% | +29.6% | +20.8% |
| 1Y | +26.8% | -6.1% | +32.9% | +24.7% |
| 3Y | +77.5% | +143.3% | -65.9% | +39.0% |
| 5Y | +110.1% | +0.2% | +109.9% | +80.3% |
| 10Y | +458.8% | +3,663.5% | -3,204.7% | +75.1% |
| All | +458.8% | +3,642.7% | -3,184.0% | +75.1% |
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