+2,989.4%
SHOP vs SFM
+280.6%
+2,708.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.9% | -1.5% | -4.8% |
| 7D | -10.6% | -7.2% | -3.5% | -9.5% |
| 30D | -18.3% | -14.3% | -4.0% | -16.3% |
| 3M | +14.8% | -13.7% | +28.5% | +17.0% |
| 6M | -5.0% | -6.0% | +1.0% | -5.2% |
| YTD | -21.2% | -8.2% | -13.0% | -21.2% |
| 1Y | -11.6% | -46.2% | +34.6% | -3.5% |
| 3Y | +101.2% | +83.6% | +17.7% | +84.4% |
| 5Y | -15.7% | +212.7% | -228.4% | -27.6% |
| 10Y | +2,989.4% | +273.0% | +2,716.4% | +2,430.6% |
| All | +2,989.4% | +280.6% | +2,708.8% | +2,430.6% |
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