+3,291.5%
SHOP vs STM
+666.6%
+2,625.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -1.5% |
| 7D | -5.1% | +5.8% | -10.9% | -7.9% |
| 30D | +0.6% | -1.0% | +1.6% | +0.6% |
| 3M | +25.0% | -33.3% | +58.3% | +47.1% |
| 6M | +11.9% | +57.4% | -45.5% | -24.2% |
| YTD | -9.9% | +102.2% | -112.1% | -48.2% |
| 1Y | 0.0% | +99.6% | -99.6% | -43.0% |
| 3Y | +117.5% | +14.5% | +103.0% | +61.4% |
| 5Y | -6.6% | +21.4% | -28.0% | -31.9% |
| All | +3,291.5% | +666.6% | +2,625.0% | +1,107.3% |
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