0.0%
SHOP vs STT
+75.3%
-75.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -5.1% | +0.5% | -5.6% | -5.3% |
| 30D | +0.6% | +3.9% | -3.3% | -1.7% |
| 3M | +25.0% | +20.0% | +5.1% | +9.8% |
| 6M | +11.9% | +55.3% | -43.4% | -21.8% |
| YTD | -9.9% | +53.3% | -63.2% | -36.8% |
| 1Y | 0.0% | +74.7% | -74.7% | -38.0% |
| All | 0.0% | +75.3% | -75.4% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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