+135.5%
SHOP vs SIMO
+240.7%
-105.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.4% |
| 7D | +2.1% | +14.9% | -12.8% | +0.4% |
| 30D | -16.8% | -27.0% | +10.1% | -14.1% |
| 3M | -2.4% | -25.4% | +23.0% | -0.6% |
| 6M | +47.0% | -30.3% | +77.3% | +44.2% |
| YTD | -8.8% | +95.8% | -104.6% | -46.2% |
| 1Y | -6.3% | +100.0% | -106.3% | -45.5% |
| All | +135.5% | +240.7% | -105.2% | -10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling