+120.5%
SHOP vs STM
+16.2%
+104.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -1.1% |
| 7D | -5.1% | +5.8% | -10.9% | -6.8% |
| 30D | +0.6% | -1.0% | +1.6% | +0.6% |
| 3M | +25.0% | -33.3% | +58.3% | +39.2% |
| 6M | +11.9% | +57.4% | -45.5% | -16.6% |
| YTD | -9.9% | +102.2% | -112.1% | -40.8% |
| 1Y | 0.0% | +99.6% | -99.6% | -34.7% |
| All | +120.5% | +16.2% | +104.3% | +68.7% |
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