-5.6%
SHOP vs SLV
+163.9%
-169.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.2% |
| 7D | -5.1% | -0.3% | -4.8% | -5.0% |
| 30D | +0.6% | +6.7% | -6.1% | -1.2% |
| 3M | +25.0% | -10.7% | +35.7% | +28.4% |
| 6M | +11.9% | -20.6% | +32.5% | +17.3% |
| YTD | -9.9% | -7.1% | -2.7% | -14.2% |
| 1Y | 0.0% | +62.0% | -62.0% | -24.0% |
| 3Y | +117.5% | +169.8% | -52.3% | +31.7% |
| All | -5.6% | +163.9% | -169.5% | -49.2% |
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