+4,128.8%
SHOP vs SPMO
+572.4%
+3,556.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -2.6% |
| 7D | -5.1% | +2.0% | -7.1% | -7.5% |
| 30D | +0.6% | -0.4% | +1.0% | +0.8% |
| 3M | +25.0% | -1.9% | +26.9% | +21.4% |
| 6M | +11.9% | +25.0% | -13.1% | -25.6% |
| YTD | -9.9% | +26.0% | -35.9% | -40.4% |
| 1Y | 0.0% | +28.7% | -28.7% | -35.4% |
| 3Y | +117.5% | +160.9% | -43.4% | -45.8% |
| 5Y | -6.6% | +147.9% | -154.6% | -73.7% |
| 10Y | +3,320.3% | +518.9% | +2,801.4% | +338.2% |
| All | +4,128.8% | +572.4% | +3,556.4% | +421.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling