+124.0%
SHOP vs SM
-6.8%
+130.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -0.1% |
| 7D | -5.1% | +0.1% | -5.2% | -5.2% |
| 30D | +0.6% | +26.3% | -25.7% | -3.5% |
| 3M | +25.0% | +8.7% | +16.4% | +22.1% |
| 6M | +11.9% | +51.7% | -39.8% | -2.0% |
| YTD | -9.9% | +99.0% | -108.9% | -28.1% |
| 1Y | 0.0% | +34.6% | -34.6% | -9.5% |
| All | +124.0% | -6.8% | +130.8% | +101.8% |
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