+3,772.8%
SHOP vs SFM
+137.0%
+3,635.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -1.9% |
| 7D | +2.1% | -0.4% | +2.5% | +2.1% |
| 30D | -16.8% | -19.2% | +2.4% | -14.6% |
| 3M | -2.4% | -40.3% | +37.9% | +5.0% |
| 6M | +47.0% | -40.9% | +87.9% | +57.5% |
| YTD | -8.8% | -35.5% | +26.7% | -4.2% |
| 1Y | -6.3% | -37.4% | +31.2% | -1.2% |
| 3Y | +139.3% | +25.5% | +113.8% | +132.0% |
| 5Y | -12.1% | +113.0% | -125.1% | -19.9% |
| All | +3,772.8% | +137.0% | +3,635.8% | +3,387.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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