+8,524.1%
SHOP vs SPY
+325.1%
+8,199.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.0% |
| 7D | +2.8% | -0.6% | +3.4% | +4.0% |
| 30D | -14.2% | -3.7% | -10.5% | -8.2% |
| 3M | -5.5% | -2.7% | -2.8% | -0.2% |
| 6M | +32.8% | +2.2% | +30.6% | +28.3% |
| YTD | -8.9% | +10.8% | -19.8% | -23.1% |
| 1Y | -7.7% | +11.2% | -19.0% | -22.3% |
| 3Y | +139.0% | +76.5% | +62.5% | -0.1% |
| 5Y | -0.5% | +72.9% | -73.5% | -51.7% |
| 10Y | +3,557.0% | +304.8% | +3,252.2% | +482.5% |
| All | +8,524.1% | +325.1% | +8,199.0% | +1,202.8% |
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