-5.6%
SHOP vs SIMO
+269.6%
-275.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.7% | -9.2% | -2.3% |
| 7D | -5.1% | +4.2% | -9.3% | -6.0% |
| 30D | +0.6% | +4.1% | -3.5% | -1.1% |
| 3M | +25.0% | -12.9% | +37.9% | +23.8% |
| 6M | +11.9% | +110.3% | -98.4% | -22.2% |
| YTD | -9.9% | +178.6% | -188.4% | -46.3% |
| 1Y | 0.0% | +220.0% | -220.0% | -44.3% |
| 3Y | +117.5% | +409.0% | -291.5% | -1.5% |
| All | -5.6% | +269.6% | -275.2% | -51.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling