-4.9%
SHOP vs SPMO
+11.0%
-15.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.8% | +8.2% | +7.6% |
| 7D | -9.0% | -8.9% | -0.1% | -6.3% |
| 30D | -4.4% | -13.8% | +9.4% | -0.1% |
| 3M | +24.1% | -12.5% | +36.6% | +29.1% |
| 6M | +20.0% | -1.5% | +21.5% | +7.1% |
| YTD | -4.9% | +11.3% | -16.2% | -27.4% |
| 1Y | -4.9% | +11.5% | -16.4% | -27.7% |
| All | -4.9% | +11.0% | -15.9% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 1y: compounded portfolio wealth divided by compounded SPMO 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…
1y analysis · Full analysis span regression · 6 months rolling