+357.6%
SHOP vs SITM
+4,608.4%
-4,250.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.5% | -7.1% | -2.5% |
| 7D | -5.1% | +9.7% | -14.8% | -7.8% |
| 30D | +0.6% | +12.7% | -12.1% | -4.9% |
| 3M | +25.0% | -13.4% | +38.5% | +24.4% |
| 6M | +11.9% | +59.6% | -47.7% | -12.8% |
| YTD | -9.9% | +73.3% | -83.2% | -33.4% |
| 1Y | 0.0% | +165.5% | -165.6% | -38.2% |
| 3Y | +117.5% | +368.7% | -251.2% | -1.8% |
| 5Y | -6.6% | +172.5% | -179.1% | -53.3% |
| All | +357.6% | +4,608.4% | -4,250.8% | +32.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling