+135.9%
SHOP vs SM
-3.9%
+139.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -1.2% | +9.4% | -10.6% | -2.3% |
| 30D | -14.7% | -14.4% | -0.4% | -13.5% |
| 3M | -7.2% | +1.6% | -8.8% | -8.8% |
| 6M | +54.2% | +6.3% | +47.8% | +47.8% |
| YTD | -8.6% | +78.8% | -87.4% | -27.0% |
| 1Y | +0.5% | +83.1% | -82.6% | -20.7% |
| 3Y | +135.9% | -5.9% | +141.9% | +116.0% |
| All | +135.9% | -3.9% | +139.9% | +116.0% |
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