+8,434.7%
SHOP vs SPYM
+336.6%
+8,098.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | +0.1% |
| 7D | -5.1% | +0.1% | -5.2% | -5.2% |
| 30D | +0.6% | +0.1% | +0.5% | +0.7% |
| 3M | +25.0% | +2.0% | +23.0% | +20.6% |
| 6M | +11.9% | +13.1% | -1.1% | -9.5% |
| YTD | -9.9% | +13.6% | -23.5% | -27.4% |
| 1Y | 0.0% | +20.1% | -20.1% | -25.9% |
| 3Y | +117.5% | +77.6% | +39.9% | -9.1% |
| 5Y | -6.6% | +82.5% | -89.2% | -58.1% |
| 10Y | +3,320.3% | +317.6% | +3,002.7% | +420.4% |
| All | +8,434.7% | +336.6% | +8,098.1% | +1,121.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling