+3,557.0%
SHOP vs SFM
+138.5%
+3,418.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.4% | -2.2% | -3.4% |
| 7D | +2.8% | -6.9% | +9.7% | +4.0% |
| 30D | -14.2% | -25.0% | +10.8% | -10.8% |
| 3M | -5.5% | -42.7% | +37.2% | +2.2% |
| 6M | +32.8% | -41.0% | +73.8% | +42.1% |
| YTD | -8.9% | -38.7% | +29.7% | -3.6% |
| 1Y | -7.7% | -38.1% | +30.4% | -2.7% |
| 3Y | +139.0% | +19.3% | +119.7% | +133.8% |
| 5Y | -0.5% | +103.1% | -103.7% | -8.4% |
| 10Y | +3,557.0% | +131.1% | +3,426.0% | +3,110.4% |
| All | +3,557.0% | +138.5% | +3,418.5% | +3,110.4% |
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