+299.3%
SHOP vs SITM
+4,532.8%
-4,233.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.3% | -0.8% |
| 7D | -13.2% | +4.8% | -18.1% | -14.5% |
| 30D | -17.0% | -9.7% | -7.3% | -15.0% |
| 3M | +17.0% | -9.3% | +26.3% | +14.9% |
| 6M | -2.1% | +69.5% | -71.6% | -25.0% |
| YTD | -21.4% | +70.5% | -91.9% | -41.6% |
| 1Y | -11.0% | +145.3% | -156.2% | -43.4% |
| 3Y | +100.9% | +432.8% | -331.9% | -13.2% |
| 5Y | -14.7% | +174.0% | -188.7% | -57.3% |
| All | +299.3% | +4,532.8% | -4,233.5% | +15.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling