-10.8%
SHOP vs SITM
+168.6%
-179.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.1% | -5.4% | -6.8% |
| 7D | -4.1% | +8.4% | -12.4% | -6.7% |
| 30D | -11.5% | -17.4% | +5.9% | -6.4% |
| 3M | +21.1% | -9.8% | +30.9% | +18.6% |
| 6M | +3.0% | +83.0% | -80.0% | -27.3% |
| YTD | -16.7% | +69.6% | -86.3% | -41.6% |
| 1Y | -8.3% | +144.9% | -153.2% | -47.0% |
| 3Y | +112.8% | +429.9% | -317.0% | -27.0% |
| All | -10.8% | +168.6% | -179.4% | -63.6% |
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 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