-15.7%
SHOP vs SPXU
-85.9%
+70.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.4% | -6.9% | -4.4% |
| 7D | -10.6% | +1.3% | -11.9% | -9.5% |
| 30D | -18.3% | +5.1% | -23.4% | -14.5% |
| 3M | +14.8% | -9.1% | +24.0% | +8.0% |
| 6M | -5.0% | -29.6% | +24.6% | -25.2% |
| YTD | -21.2% | -27.7% | +6.4% | -35.5% |
| 1Y | -11.6% | -37.0% | +25.4% | -33.1% |
| 3Y | +101.2% | -80.2% | +181.4% | -17.9% |
| 5Y | -15.7% | -86.0% | +70.3% | -55.3% |
| All | -15.7% | -85.9% | +70.2% | -55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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