-2.9%
SHOP vs SPY
+67.4%
-70.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.3% | +3.3% | +2.9% |
| 7D | -5.4% | -2.7% | -2.7% | +0.7% |
| 30D | -10.3% | -5.4% | -4.9% | +2.1% |
| 3M | +1.0% | -4.1% | +5.1% | +12.0% |
| 6M | +41.2% | +0.7% | +40.5% | +38.4% |
| YTD | -7.5% | +8.7% | -16.2% | -23.9% |
| 1Y | -4.6% | +10.9% | -15.5% | -24.8% |
| 3Y | +146.4% | +75.0% | +71.4% | -31.8% |
| All | -2.9% | +67.4% | -70.3% | -65.3% |
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