-15.7%
SHOP vs SMTC
+116.8%
-132.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.8% | -6.3% | -5.7% |
| 7D | -10.6% | +22.5% | -33.1% | -16.1% |
| 30D | -18.3% | +24.9% | -43.2% | -24.8% |
| 3M | +14.8% | +4.1% | +10.7% | +7.8% |
| 6M | -5.0% | +92.6% | -97.6% | -31.1% |
| YTD | -21.2% | +122.5% | -143.7% | -46.5% |
| 1Y | -11.6% | +166.2% | -177.8% | -44.7% |
| 3Y | +101.2% | +577.2% | -475.9% | -36.0% |
| 5Y | -15.7% | +119.0% | -134.7% | -32.3% |
| All | -15.7% | +116.8% | -132.5% | -32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling