-4.9%
SHOP vs SMR
-87.0%
+82.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -4.5% | +11.8% | +7.9% |
| 7D | -9.0% | -9.5% | +0.5% | -8.0% |
| 30D | -4.4% | -33.2% | +28.8% | +0.1% |
| 3M | +24.1% | -45.9% | +70.1% | +32.0% |
| 6M | +20.0% | -57.9% | +77.9% | +30.5% |
| YTD | -4.9% | -63.8% | +58.9% | +1.8% |
| 1Y | -4.9% | -85.6% | +80.7% | +30.9% |
| All | -4.9% | -87.0% | +82.1% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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