+135.9%
SHOP vs STM
+16.3%
+119.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | -1.2% | +12.0% | -13.2% | -4.4% |
| 30D | -14.7% | -0.4% | -14.4% | -15.2% |
| 3M | -7.2% | -13.2% | +6.0% | -4.4% |
| 6M | +54.2% | -26.1% | +80.3% | +59.9% |
| YTD | -8.6% | +81.2% | -89.8% | -37.1% |
| 1Y | +0.5% | +98.3% | -97.8% | -33.6% |
| 3Y | +135.9% | +16.7% | +119.2% | +72.5% |
| All | +135.9% | +16.3% | +119.6% | +72.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling