-14.6%
SHOP vs SIRI
-43.2%
+28.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.9% | -4.5% | -5.2% |
| 7D | -10.6% | -3.9% | -6.7% | -9.7% |
| 30D | -18.3% | -0.8% | -17.5% | -18.2% |
| 3M | +14.8% | +4.3% | +10.5% | +13.6% |
| 6M | -5.0% | +34.1% | -39.1% | -11.9% |
| YTD | -21.2% | +47.3% | -68.5% | -29.1% |
| 1Y | -11.6% | +22.9% | -34.5% | -16.8% |
| 3Y | +101.2% | -24.6% | +125.8% | +103.8% |
| All | -14.6% | -43.2% | +28.6% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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