+8,434.7%
SHOP vs SFM
+171.8%
+8,262.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.4% | -1.0% |
| 7D | -5.1% | -0.1% | -5.0% | -5.1% |
| 30D | +0.6% | -4.4% | +5.0% | +1.1% |
| 3M | +25.0% | +1.5% | +23.5% | +23.9% |
| 6M | +11.9% | +6.5% | +5.4% | +9.2% |
| YTD | -9.9% | +2.2% | -12.0% | -11.5% |
| 1Y | 0.0% | -41.9% | +41.8% | +8.2% |
| 3Y | +117.5% | +106.8% | +10.7% | +91.5% |
| 5Y | -6.6% | +231.6% | -238.2% | -23.9% |
| 10Y | +3,320.3% | +258.4% | +3,061.9% | +2,508.9% |
| All | +8,434.7% | +171.8% | +8,262.9% | +9,272.1% |
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