+2,989.4%
SHOP vs SPY
+312.5%
+2,676.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -5.0% | -4.6% |
| 7D | -10.6% | -0.4% | -10.3% | -9.9% |
| 30D | -18.3% | -1.4% | -16.9% | -16.0% |
| 3M | +14.8% | +3.7% | +11.1% | +7.4% |
| 6M | -5.0% | +13.0% | -18.0% | -23.6% |
| YTD | -21.2% | +12.4% | -33.6% | -35.7% |
| 1Y | -11.6% | +18.5% | -30.1% | -33.5% |
| 3Y | +101.2% | +77.6% | +23.6% | -18.2% |
| 5Y | -15.7% | +81.7% | -97.4% | -62.9% |
| 10Y | +2,989.4% | +319.7% | +2,669.8% | +326.4% |
| All | +2,989.4% | +312.5% | +2,676.9% | +326.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling