+8,434.7%
SHOP vs SMTC
+513.9%
+7,920.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +9.2% | -9.8% | -3.7% |
| 7D | -5.1% | +12.7% | -17.9% | -9.1% |
| 30D | +0.6% | +22.0% | -21.4% | -8.2% |
| 3M | +25.0% | -12.7% | +37.7% | +23.4% |
| 6M | +11.9% | +64.8% | -52.9% | -17.6% |
| YTD | -9.9% | +100.7% | -110.6% | -39.4% |
| 1Y | 0.0% | +146.9% | -146.9% | -39.4% |
| 3Y | +117.5% | +456.8% | -339.3% | -28.4% |
| 5Y | -6.6% | +89.2% | -95.9% | -47.4% |
| 10Y | +3,320.3% | +426.9% | +2,893.5% | +1,048.4% |
| All | +8,434.7% | +513.9% | +7,920.8% | +2,167.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling