-8.3%
SHOP vs SM
+46.7%
-55.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +3.6% | -11.2% | -6.9% |
| 7D | -4.1% | -0.2% | -3.9% | -4.0% |
| 30D | -11.5% | +31.5% | -43.0% | -6.7% |
| 3M | +21.1% | +17.3% | +3.7% | +26.3% |
| 6M | +3.0% | +48.5% | -45.5% | +8.7% |
| YTD | -16.7% | +106.3% | -123.0% | -10.9% |
| 1Y | -8.3% | +47.3% | -55.6% | -0.6% |
| All | -8.3% | +46.7% | -55.0% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling