-11.2%
SHOP vs STM
-5.1%
-6.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | -0.1% |
| 7D | -1.2% | +12.0% | -13.2% | -6.8% |
| 30D | -14.7% | -0.4% | -14.4% | -15.7% |
| 3M | -7.2% | -13.2% | +6.0% | -2.6% |
| 6M | +54.2% | -26.1% | +80.3% | +62.6% |
| YTD | -8.6% | +81.2% | -89.8% | -49.5% |
| 1Y | +0.5% | +98.3% | -97.8% | -48.0% |
| 3Y | +135.9% | +16.7% | +119.2% | +58.4% |
| All | -11.2% | -5.1% | -6.1% | -32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling