+8,434.7%
SHOP vs SPXU
-99.7%
+8,534.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | +0.2% |
| 7D | -5.1% | -0.1% | -5.0% | -5.0% |
| 30D | +0.6% | +0.8% | -0.2% | +1.5% |
| 3M | +25.0% | -4.7% | +29.7% | +23.4% |
| 6M | +11.9% | -29.6% | +41.5% | -5.6% |
| YTD | -9.9% | -29.9% | +20.0% | -23.1% |
| 1Y | 0.0% | -39.1% | +39.0% | -19.4% |
| 3Y | +117.5% | -80.0% | +197.5% | +20.7% |
| 5Y | -6.6% | -86.0% | +79.4% | -38.8% |
| 10Y | +3,320.3% | -99.5% | +3,419.8% | +722.0% |
| All | +8,434.7% | -99.7% | +8,534.4% | +1,850.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling