+8,434.7%
SHOP vs SO
+222.2%
+8,212.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | -5.1% | -0.2% | -4.9% | -5.1% |
| 30D | +0.6% | -4.6% | +5.2% | +1.5% |
| 3M | +25.0% | -3.0% | +28.1% | +25.7% |
| 6M | +11.9% | -8.3% | +20.2% | +13.6% |
| YTD | -9.9% | +3.5% | -13.4% | -11.2% |
| 1Y | 0.0% | -0.9% | +0.9% | -0.7% |
| 3Y | +117.5% | +45.4% | +72.1% | +89.1% |
| 5Y | -6.6% | +59.6% | -66.3% | -21.4% |
| 10Y | +3,320.3% | +156.6% | +3,163.7% | +2,597.2% |
| All | +8,434.7% | +222.2% | +8,212.5% | +6,612.3% |
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