-5.6%
SHOP vs SPY
+82.0%
-87.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | +0.3% |
| 7D | -5.1% | +0.1% | -5.2% | -5.2% |
| 30D | +0.6% | +0.1% | +0.5% | +0.7% |
| 3M | +25.0% | +2.0% | +23.0% | +18.9% |
| 6M | +11.9% | +13.0% | -1.1% | -16.6% |
| YTD | -9.9% | +13.5% | -23.4% | -33.1% |
| 1Y | 0.0% | +20.0% | -20.0% | -34.1% |
| 3Y | +117.5% | +77.2% | +40.3% | -40.0% |
| All | -5.6% | +82.0% | -87.6% | -71.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling