+120.5%
SHOP vs SIMO
+418.6%
-298.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.7% | -9.2% | -1.9% |
| 7D | -5.1% | +4.2% | -9.3% | -5.8% |
| 30D | +0.6% | +4.1% | -3.5% | -0.7% |
| 3M | +25.0% | -12.9% | +37.9% | +24.3% |
| 6M | +11.9% | +110.3% | -98.4% | -23.6% |
| YTD | -9.9% | +178.6% | -188.4% | -50.1% |
| 1Y | 0.0% | +220.0% | -220.0% | -49.9% |
| All | +120.5% | +418.6% | -298.1% | -37.7% |
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