-4.9%
SHOP vs SIMO
+94.5%
-99.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -9.6% | +16.9% | +6.5% |
| 7D | -9.0% | -16.9% | +7.9% | -10.1% |
| 30D | -4.4% | -35.4% | +31.0% | -7.5% |
| 3M | +24.1% | -31.9% | +56.0% | +21.6% |
| 6M | +20.0% | -19.3% | +39.3% | +17.3% |
| YTD | -4.9% | +98.5% | -103.4% | -19.5% |
| 1Y | -4.9% | +100.5% | -105.4% | -20.3% |
| All | -4.9% | +94.5% | -99.4% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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