+3,663.5%
SHOP vs STM
+468.1%
+3,195.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.5% | -1.7% | 0.0% |
| 7D | -2.5% | +1.4% | -3.9% | -3.5% |
| 30D | -16.7% | -8.4% | -8.4% | -14.0% |
| 3M | -2.2% | -15.8% | +13.6% | +4.4% |
| 6M | +45.6% | -22.8% | +68.4% | +49.7% |
| YTD | -7.3% | +79.4% | -86.6% | -44.9% |
| 1Y | -6.1% | +97.0% | -103.1% | -47.5% |
| 3Y | +143.3% | +14.2% | +129.1% | +72.9% |
| 5Y | +0.2% | -4.5% | +4.6% | -19.2% |
| 10Y | +3,663.5% | +463.1% | +3,200.4% | +1,095.2% |
| All | +3,663.5% | +468.1% | +3,195.4% | +1,095.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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