-11.2%
SHOP vs SMR
-75.4%
+64.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -15.7% | +17.4% | +3.7% |
| 7D | -11.2% | -11.2% | 0.0% | -10.4% |
| 30D | -14.4% | -10.2% | -4.2% | -13.8% |
| 3M | +16.6% | -10.0% | +26.6% | +16.1% |
| 6M | -0.6% | -30.5% | +29.9% | +1.1% |
| YTD | -20.0% | -39.2% | +19.2% | -18.4% |
| 1Y | -11.2% | -75.5% | +64.3% | +3.6% |
| All | -11.2% | -75.4% | +64.2% | +3.6% |
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