+151.9%
SHOP vs SM
-14.2%
+166.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.7% | +4.9% | +2.4% |
| 7D | -2.7% | -22.3% | +19.6% | +0.1% |
| 30D | -11.0% | -21.4% | +10.4% | -8.8% |
| 3M | +0.3% | +1.4% | -1.0% | -2.0% |
| 6M | +37.7% | +0.1% | +37.6% | +31.9% |
| YTD | -5.5% | +59.0% | -64.5% | -23.5% |
| 1Y | -0.2% | +64.3% | -64.6% | -20.5% |
| 3Y | +151.9% | -13.1% | +165.0% | +131.0% |
| All | +151.9% | -14.2% | +166.1% | +131.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling