+8,659.4%
SHOP vs SO
+237.7%
+8,421.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.1% | +4.7% | +3.8% |
| 7D | -5.4% | -1.5% | -4.0% | -5.2% |
| 30D | -10.3% | +8.1% | -18.4% | -11.9% |
| 3M | +1.0% | +0.2% | +0.8% | +0.8% |
| 6M | +41.2% | +0.4% | +40.8% | +40.6% |
| YTD | -7.5% | +8.5% | -16.0% | -9.9% |
| 1Y | -4.6% | +4.9% | -9.5% | -6.3% |
| 3Y | +146.4% | +47.9% | +98.5% | +113.6% |
| 5Y | -2.5% | +75.7% | -78.2% | -20.0% |
| 10Y | +3,703.6% | +178.0% | +3,525.6% | +2,845.4% |
| All | +8,659.4% | +237.7% | +8,421.7% | +6,713.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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