+146.4%
SHOP vs SFM
+18.5%
+127.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -4.8% | +8.4% | +4.5% |
| 7D | -5.4% | -1.2% | -4.2% | -5.2% |
| 30D | -10.3% | -24.8% | +14.5% | -6.1% |
| 3M | +1.0% | -43.7% | +44.7% | +11.7% |
| 6M | +41.2% | -37.3% | +78.5% | +51.0% |
| YTD | -7.5% | -38.4% | +30.9% | -1.1% |
| 1Y | -4.6% | -36.9% | +32.3% | +0.9% |
| 3Y | +146.4% | +20.7% | +125.7% | +190.7% |
| All | +146.4% | +18.5% | +127.9% | +190.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling