-4.3%
SHOP vs SIMO
+80.9%
-85.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.7% | -3.6% | +2.5% |
| 7D | -2.7% | -8.2% | +5.5% | -3.2% |
| 30D | -11.0% | -34.6% | +23.6% | -13.9% |
| 3M | +0.3% | -32.6% | +33.0% | -2.0% |
| 6M | +37.7% | -31.8% | +69.5% | +34.7% |
| YTD | -5.5% | +87.6% | -93.2% | -18.8% |
| All | -4.3% | +80.9% | -85.2% | -17.1% |
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