-15.7%
SHOP vs SPMO
+149.2%
-164.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.1% | -5.3% | -5.3% |
| 7D | -10.6% | +2.7% | -13.3% | -13.9% |
| 30D | -18.3% | +1.1% | -19.4% | -19.8% |
| 3M | +14.8% | +2.0% | +12.8% | +4.3% |
| 6M | -5.0% | +26.5% | -31.6% | -42.6% |
| YTD | -21.2% | +26.5% | -47.7% | -52.1% |
| 1Y | -11.6% | +27.9% | -39.5% | -46.9% |
| 3Y | +101.2% | +160.4% | -59.2% | -65.1% |
| 5Y | -15.7% | +151.5% | -167.2% | -83.9% |
| All | -15.7% | +149.2% | -164.9% | -83.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling