+96.4%
SHOP vs SMR
+81.4%
+15.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.3% | -2.1% | -5.0% |
| 7D | -10.6% | +13.1% | -23.7% | -12.3% |
| 30D | -18.3% | +17.8% | -36.1% | -20.3% |
| 3M | +14.8% | +8.1% | +6.7% | +12.2% |
| 6M | -5.0% | -11.1% | +6.1% | -6.0% |
| YTD | -21.2% | -23.7% | +2.5% | -21.4% |
| 1Y | -11.6% | -69.4% | +57.8% | -2.6% |
| All | +96.4% | +81.4% | +15.0% | +50.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling