-4.3%
SHOP vs STM
+90.1%
-94.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.8% | -4.6% | +1.4% |
| 7D | -2.7% | -5.6% | +2.9% | -2.4% |
| 30D | -11.0% | -14.4% | +3.4% | -10.0% |
| 3M | +0.3% | -20.5% | +20.8% | +1.9% |
| 6M | +37.7% | -24.5% | +62.2% | +37.1% |
| YTD | -5.5% | +72.7% | -78.2% | -30.9% |
| All | -4.3% | +90.1% | -94.4% | -33.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling