-15.7%
SHOP vs SPOT
+111.4%
-127.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.1% | -4.4% | -4.7% |
| 7D | -10.6% | -6.5% | -4.1% | -6.2% |
| 30D | -18.3% | +2.2% | -20.5% | -19.9% |
| 3M | +14.8% | +5.4% | +9.4% | +9.8% |
| 6M | -5.0% | -4.0% | -1.0% | -5.0% |
| YTD | -21.2% | -9.9% | -11.3% | -18.5% |
| 1Y | -11.6% | -27.3% | +15.7% | +6.0% |
| 3Y | +101.2% | +236.4% | -135.2% | -40.3% |
| 5Y | -15.7% | +112.6% | -128.3% | -66.5% |
| All | -15.7% | +111.4% | -127.1% | -66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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