+3,608.8%
SHOP vs STM
+398.5%
+3,210.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.4% | -0.8% | +1.3% |
| 7D | -5.4% | -10.7% | +5.3% | -0.5% |
| 30D | -10.3% | -25.7% | +15.4% | +3.2% |
| 3M | +1.0% | -21.6% | +22.6% | +11.8% |
| 6M | +41.2% | -27.8% | +69.0% | +49.5% |
| YTD | -7.5% | +61.8% | -69.2% | -41.9% |
| 1Y | -4.6% | +78.1% | -82.7% | -43.7% |
| 3Y | +146.4% | +4.9% | +141.5% | +82.6% |
| 5Y | -2.5% | -14.3% | +11.7% | -16.7% |
| All | +3,608.8% | +398.5% | +3,210.4% | +1,178.2% |
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