+2,941.1%
SHOP vs SPMO
+514.3%
+2,426.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +2.3% |
| 7D | -13.2% | +0.1% | -13.3% | -13.4% |
| 30D | -17.0% | -0.7% | -16.4% | -16.6% |
| 3M | +17.0% | +2.8% | +14.2% | +6.0% |
| 6M | -2.1% | +24.4% | -26.6% | -35.3% |
| YTD | -21.4% | +24.2% | -45.5% | -47.5% |
| 1Y | -11.0% | +24.5% | -35.5% | -40.3% |
| 3Y | +100.9% | +155.6% | -54.7% | -50.2% |
| 5Y | -14.7% | +148.2% | -162.9% | -76.8% |
| All | +2,941.1% | +514.3% | +2,426.7% | +295.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling