-11.2%
SHOP vs SITM
+73.6%
-84.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.5% | +5.7% | +2.0% |
| 7D | -1.2% | +6.6% | -7.8% | -3.5% |
| 30D | -14.7% | -15.3% | +0.6% | -11.5% |
| 3M | -7.2% | -35.4% | +28.2% | +3.2% |
| 6M | +54.2% | -46.8% | +101.0% | +74.3% |
| YTD | -8.6% | +25.9% | -34.5% | -31.7% |
| 1Y | +0.5% | +54.0% | -53.5% | -31.6% |
| 3Y | +135.9% | +315.6% | -179.6% | -17.7% |
| All | -11.2% | +73.6% | -84.8% | -57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling