+8,680.0%
SHOP vs SPY
+330.7%
+8,349.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | -0.5% |
| 7D | -2.5% | -0.9% | -1.6% | -0.9% |
| 30D | -16.7% | -2.4% | -14.4% | -13.0% |
| 3M | -2.2% | -1.2% | -1.0% | +0.5% |
| 6M | +45.6% | +3.3% | +42.3% | +38.1% |
| YTD | -7.3% | +12.3% | -19.6% | -23.4% |
| 1Y | -6.1% | +12.4% | -18.5% | -22.4% |
| 3Y | +143.3% | +78.8% | +64.5% | -0.6% |
| 5Y | +0.2% | +75.2% | -75.0% | -52.5% |
| 10Y | +3,663.5% | +311.1% | +3,352.4% | +484.3% |
| All | +8,680.0% | +330.7% | +8,349.3% | +1,196.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling