-11.2%
SHOP vs SIMO
+170.3%
-181.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.6% | +5.8% | +1.2% |
| 7D | -1.2% | +4.1% | -5.3% | -2.0% |
| 30D | -14.7% | -24.0% | +9.2% | -11.2% |
| 3M | -7.2% | -31.8% | +24.5% | -3.1% |
| 6M | +54.2% | -36.9% | +91.1% | +55.6% |
| YTD | -8.6% | +84.8% | -93.4% | -42.5% |
| 1Y | +0.5% | +99.0% | -98.5% | -39.0% |
| 3Y | +135.9% | +217.9% | -82.0% | +15.0% |
| All | -11.2% | +170.3% | -181.5% | -56.5% |
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 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