+96.4%
SHOP vs SITM
+412.8%
-316.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.5% | -3.9% | -5.1% |
| 7D | -10.6% | +3.7% | -14.3% | -11.4% |
| 30D | -18.3% | -14.5% | -3.8% | -15.7% |
| 3M | +14.8% | -10.6% | +25.4% | +14.0% |
| 6M | -5.0% | +65.5% | -70.6% | -24.5% |
| YTD | -21.2% | +67.0% | -88.2% | -39.4% |
| 1Y | -11.6% | +138.6% | -150.2% | -41.6% |
| All | +96.4% | +412.8% | -316.5% | -15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling