-2.9%
SHOP vs SLV
+107.9%
-110.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.1% | +3.7% | +3.6% |
| 7D | -5.4% | +5.1% | -10.5% | -6.6% |
| 30D | -10.3% | -12.9% | +2.6% | -6.9% |
| 3M | +1.0% | -16.1% | +17.1% | +5.6% |
| 6M | +41.2% | -33.2% | +74.4% | +55.2% |
| YTD | -7.5% | -27.2% | +19.8% | -6.1% |
| 1Y | -4.6% | +7.6% | -12.2% | -17.2% |
| 3Y | +146.4% | +122.3% | +24.1% | +56.0% |
| All | -2.9% | +107.9% | -110.9% | -44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SLV.
Daily Out/Under-Performance
Portfolio return minus SLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLV 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 SLV 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