+117.7%
SHOP vs SMR
-48.1%
+165.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.0% | +0.5% | -3.0% |
| 7D | +2.8% | -2.8% | +5.6% | +3.0% |
| 30D | -14.2% | -27.5% | +13.3% | -10.8% |
| 3M | -5.5% | -43.1% | +37.6% | +0.5% |
| 6M | +32.8% | -58.4% | +91.2% | +45.3% |
| YTD | -8.9% | -63.2% | +54.2% | -0.7% |
| 1Y | -7.7% | -81.6% | +73.9% | +10.1% |
| 3Y | +139.0% | +149.8% | -10.7% | +63.7% |
| All | +117.7% | -48.1% | +165.8% | +89.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling