+8,552.4%
SHOP vs SIRI
+3.7%
+8,548.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -1.2% | -1.7% | +0.5% | -0.6% |
| 30D | -14.7% | +21.1% | -35.9% | -20.5% |
| 3M | -7.2% | +14.7% | -21.9% | -12.0% |
| 6M | +54.2% | +22.9% | +31.3% | +42.7% |
| YTD | -8.6% | +65.7% | -74.4% | -24.5% |
| 1Y | +0.5% | +53.5% | -53.0% | -14.6% |
| 3Y | +135.9% | -23.0% | +158.9% | +142.0% |
| 5Y | -11.9% | -41.5% | +29.6% | -4.5% |
| 10Y | +3,608.8% | -7.4% | +3,616.2% | +2,627.9% |
| All | +8,552.4% | +3.7% | +8,548.6% | +5,432.6% |
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