+7,788.2%
SHOP vs SIRI
-7.0%
+7,795.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.7% | -6.9% | -7.3% |
| 7D | -4.1% | +4.3% | -8.4% | -5.6% |
| 30D | -11.5% | -2.8% | -8.7% | -10.8% |
| 3M | +21.1% | +5.9% | +15.1% | +18.6% |
| 6M | +3.0% | +31.9% | -28.9% | -6.8% |
| YTD | -16.7% | +48.7% | -65.3% | -28.2% |
| 1Y | -8.3% | +23.2% | -31.5% | -15.9% |
| 3Y | +112.8% | -23.9% | +136.7% | +117.2% |
| 5Y | -9.3% | -43.4% | +34.1% | -1.7% |
| 10Y | +3,003.4% | -13.6% | +3,017.1% | +2,201.0% |
| All | +7,788.2% | -7.0% | +7,795.2% | +5,159.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling