+8,659.4%
SHOP vs SIMO
+590.0%
+8,069.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.2% | -0.6% | +2.6% |
| 7D | -5.4% | -22.0% | +16.5% | -0.3% |
| 30D | -10.3% | -43.0% | +32.7% | +1.6% |
| 3M | +1.0% | -39.1% | +40.1% | +10.1% |
| 6M | +41.2% | -33.3% | +74.5% | +40.5% |
| YTD | -7.5% | +77.0% | -84.5% | -39.9% |
| 1Y | -4.6% | +73.0% | -77.6% | -37.5% |
| 3Y | +146.4% | +215.7% | -69.3% | +26.4% |
| 5Y | -2.5% | +155.6% | -158.2% | -48.8% |
| 10Y | +3,703.6% | +388.4% | +3,315.2% | +1,353.3% |
| All | +8,659.4% | +590.0% | +8,069.4% | +3,397.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling