+8,659.4%
SHOP vs SFM
+63.9%
+8,595.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -4.8% | +8.4% | +4.4% |
| 7D | -5.4% | -1.2% | -4.2% | -5.3% |
| 30D | -10.3% | -24.8% | +14.5% | -6.6% |
| 3M | +1.0% | -43.7% | +44.7% | +10.4% |
| 6M | +41.2% | -37.3% | +78.5% | +50.4% |
| YTD | -7.5% | -38.4% | +30.9% | -1.7% |
| 1Y | -4.6% | -36.9% | +32.3% | +0.7% |
| 3Y | +146.4% | +20.7% | +125.7% | +136.0% |
| 5Y | -2.5% | +103.5% | -106.0% | -14.2% |
| 10Y | +3,703.6% | +139.7% | +3,563.8% | +2,961.8% |
| All | +8,659.4% | +63.9% | +8,595.5% | +10,310.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling