+135.9%
SHOP vs SPMO
+124.5%
+11.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +1.8% |
| 7D | -1.2% | +6.3% | -7.6% | -7.5% |
| 30D | -14.7% | -8.9% | -5.9% | -6.3% |
| 3M | -7.2% | -13.2% | +6.0% | +7.0% |
| 6M | +54.2% | -9.3% | +63.5% | +58.7% |
| YTD | -8.6% | +11.6% | -20.2% | -33.2% |
| 1Y | +0.5% | +13.4% | -12.9% | -28.4% |
| 3Y | +135.9% | +122.9% | +13.1% | -29.2% |
| All | +135.9% | +124.5% | +11.4% | -29.2% |
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 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