+96.4%
SHOP vs SPMO
+159.2%
-62.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.1% | -5.3% | -5.3% |
| 7D | -10.6% | +2.7% | -13.3% | -13.4% |
| 30D | -18.3% | +1.1% | -19.4% | -19.5% |
| 3M | +14.8% | +2.0% | +12.8% | +5.8% |
| 6M | -5.0% | +26.5% | -31.6% | -40.2% |
| YTD | -21.2% | +26.5% | -47.7% | -50.1% |
| 1Y | -11.6% | +27.9% | -39.5% | -44.6% |
| All | +96.4% | +159.2% | -62.8% | -66.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling