-11.2%
SHOP vs SPXS
-36.2%
+25.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.1% | +0.2% |
| 7D | -11.2% | +2.5% | -13.7% | -9.7% |
| 30D | -14.4% | +4.2% | -18.6% | -11.6% |
| 3M | +16.6% | -9.3% | +25.9% | +11.1% |
| 6M | -0.6% | -30.7% | +30.1% | -21.2% |
| YTD | -20.0% | -28.1% | +8.1% | -32.6% |
| 1Y | -11.2% | -35.1% | +23.9% | -30.4% |
| All | -11.2% | -36.2% | +25.0% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 1y: compounded portfolio wealth divided by compounded SPXS 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…
1y analysis · Full analysis span regression · 6 months rolling