0.0%
SHOP vs SMR
-76.3%
+76.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.5% |
| 7D | -5.1% | +4.4% | -9.5% | -5.7% |
| 30D | +0.6% | +3.4% | -2.8% | -0.1% |
| 3M | +25.0% | -19.2% | +44.2% | +27.9% |
| 6M | +11.9% | -22.6% | +34.6% | +12.8% |
| YTD | -9.9% | -31.5% | +21.7% | -8.9% |
| 1Y | 0.0% | -73.1% | +73.0% | +15.7% |
| All | 0.0% | -76.3% | +76.2% | +15.7% |
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