+11.9%
SHOP vs SPOT
+3.7%
+8.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.6% | +0.6% |
| 7D | -5.1% | -0.9% | -4.2% | -4.8% |
| 30D | +0.6% | +12.5% | -11.9% | -4.3% |
| 3M | +25.0% | +9.9% | +15.1% | +19.5% |
| 6M | +11.9% | +1.6% | +10.3% | +11.6% |
| All | +11.9% | +3.7% | +8.2% | +11.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling