-2.2%
SHOP vs SM
-13.5%
+11.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.7% | +4.9% | +2.6% |
| 7D | -2.7% | -22.3% | +19.6% | +1.5% |
| 30D | -11.0% | -21.4% | +10.4% | -7.6% |
| 3M | +0.3% | +1.4% | -1.0% | -2.0% |
| 6M | +37.7% | +0.1% | +37.6% | +32.1% |
| YTD | -5.5% | +59.0% | -64.5% | -22.1% |
| 1Y | -0.2% | +64.3% | -64.6% | -18.8% |
| 3Y | +151.9% | -13.1% | +165.0% | +134.7% |
| 5Y | -2.2% | -13.9% | +11.7% | -12.7% |
| All | -2.2% | -13.5% | +11.3% | -12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling