+3,781.0%
SHOP vs SMTC
+333.2%
+3,447.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.3% | +1.5% |
| 7D | -1.2% | +11.0% | -12.2% | -4.9% |
| 30D | -14.7% | -28.5% | +13.8% | -7.4% |
| 3M | -7.2% | -14.2% | +7.0% | -9.1% |
| 6M | +54.2% | -18.0% | +72.2% | +43.9% |
| YTD | -8.6% | +55.5% | -64.1% | -36.9% |
| 1Y | +0.5% | +69.5% | -69.0% | -33.4% |
| 3Y | +135.9% | +699.7% | -563.7% | -41.8% |
| 5Y | -11.9% | +27.4% | -39.3% | -44.9% |
| All | +3,781.0% | +333.2% | +3,447.8% | +1,373.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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