+2,941.1%
SHOP vs SPYM
+321.7%
+2,619.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.9% |
| 7D | -13.2% | -2.0% | -11.2% | -10.0% |
| 30D | -17.0% | -1.6% | -15.4% | -14.4% |
| 3M | +17.0% | +4.7% | +12.3% | +7.6% |
| 6M | -2.1% | +12.6% | -14.7% | -20.6% |
| YTD | -21.4% | +11.8% | -33.1% | -35.0% |
| 1Y | -11.0% | +17.5% | -28.5% | -31.9% |
| 3Y | +100.9% | +77.0% | +24.0% | -17.1% |
| 5Y | -14.7% | +82.6% | -97.3% | -62.3% |
| All | +2,941.1% | +321.7% | +2,619.3% | +339.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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