+135.9%
SHOP vs SPYM
+78.4%
+57.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +1.1% |
| 7D | -1.2% | +2.6% | -3.8% | -6.3% |
| 30D | -14.7% | -2.0% | -12.7% | -10.9% |
| 3M | -7.2% | -2.8% | -4.4% | -0.9% |
| 6M | +54.2% | +2.2% | +52.0% | +47.7% |
| YTD | -8.6% | +11.5% | -20.2% | -27.6% |
| 1Y | +0.5% | +13.5% | -13.0% | -23.2% |
| 3Y | +135.9% | +78.0% | +57.9% | -23.5% |
| All | +135.9% | +78.4% | +57.5% | -23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling