-11.6%
SHOP vs SFM
-47.5%
+35.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.9% | -1.5% | -5.4% |
| 7D | -10.6% | -7.2% | -3.5% | -10.4% |
| 30D | -18.3% | -14.3% | -4.0% | -18.2% |
| 3M | +14.8% | -13.7% | +28.5% | +14.8% |
| 6M | -5.0% | -6.0% | +1.0% | -5.5% |
| YTD | -21.2% | -8.2% | -13.0% | -20.9% |
| 1Y | -11.6% | -46.2% | +34.6% | -3.7% |
| All | -11.6% | -47.5% | +35.9% | -3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling