+32.4%
SHOP vs SSPC
-27.8%
+60.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -17.3% | +20.9% | +3.6% |
| 7D | -5.4% | -4.7% | -0.8% | -5.6% |
| 30D | -10.3% | +36.7% | -47.0% | -11.0% |
| 3M | +1.0% | -49.4% | +50.4% | +4.6% |
| All | +32.4% | -27.8% | +60.2% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SSPC.
Daily Out/Under-Performance
Portfolio return minus SSPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSPC 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 5y: compounded portfolio wealth divided by compounded SSPC 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…
5y analysis · Full analysis span regression · Available span rolling