+4,187.1%
SHOP vs SPMO
+495.2%
+3,691.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +2.2% |
| 7D | -1.2% | +6.3% | -7.6% | -9.1% |
| 30D | -14.7% | -8.9% | -5.9% | -4.5% |
| 3M | -7.2% | -13.2% | +6.0% | +10.1% |
| 6M | +54.2% | -9.3% | +63.5% | +62.1% |
| YTD | -8.6% | +11.6% | -20.2% | -30.0% |
| 1Y | +0.5% | +13.4% | -12.9% | -24.7% |
| 3Y | +135.9% | +122.9% | +13.1% | -28.9% |
| 5Y | -11.9% | +113.9% | -125.8% | -70.4% |
| 10Y | +3,608.8% | +460.5% | +3,148.2% | +444.7% |
| All | +4,187.1% | +495.2% | +3,691.9% | +512.9% |
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 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