-4.9%
SHOP vs SITM
+47.5%
-52.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -9.4% | +16.7% | +7.4% |
| 7D | -9.0% | -19.5% | +10.5% | -8.7% |
| 30D | -4.4% | -43.2% | +38.8% | -3.8% |
| 3M | +24.1% | -30.8% | +54.9% | +24.4% |
| 6M | +20.0% | -28.6% | +48.6% | +18.3% |
| YTD | -4.9% | +14.2% | -19.1% | -12.0% |
| 1Y | -4.9% | +44.4% | -49.3% | -15.0% |
| All | -4.9% | +47.5% | -52.4% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling