-11.0%
SHOP vs SITM
+140.9%
-151.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.3% | -0.2% |
| 7D | -13.2% | +4.8% | -18.1% | -13.4% |
| 30D | -17.0% | -9.7% | -7.3% | -16.8% |
| 3M | +17.0% | -9.3% | +26.3% | +17.4% |
| 6M | -2.1% | +69.5% | -71.6% | -11.2% |
| YTD | -21.4% | +70.5% | -91.9% | -30.0% |
| 1Y | -11.0% | +145.3% | -156.2% | -25.6% |
| All | -11.0% | +140.9% | -151.9% | -25.6% |
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