+88.0%
SHOP vs SMR
+1.6%
+86.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.6% | +5.4% | +0.6% |
| 7D | -13.2% | +4.7% | -17.9% | -14.1% |
| 30D | -17.0% | +3.2% | -20.3% | -17.8% |
| 3M | +17.0% | +9.9% | +7.1% | +13.8% |
| 6M | -2.1% | -15.1% | +13.0% | -2.7% |
| YTD | -21.4% | -27.9% | +6.6% | -20.9% |
| 1Y | -11.0% | -70.2% | +59.3% | -0.9% |
| 3Y | +100.9% | +72.5% | +28.5% | +52.6% |
| All | +88.0% | +1.6% | +86.4% | +51.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling