+3,569.5%
SHOP vs STT
+202.1%
+3,367.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.4% | +3.5% |
| 7D | -5.4% | -2.5% | -3.0% | -4.2% |
| 30D | -10.3% | -5.0% | -5.4% | -7.9% |
| 3M | +1.0% | -10.0% | +11.0% | +6.3% |
| 6M | +41.2% | +10.6% | +30.6% | +33.6% |
| YTD | -7.5% | +31.4% | -38.9% | -19.8% |
| 1Y | -4.6% | +44.5% | -49.1% | -21.0% |
| 3Y | +146.4% | +169.5% | -23.1% | +56.7% |
| 5Y | -2.5% | +102.5% | -105.0% | -32.3% |
| All | +3,569.5% | +202.1% | +3,367.4% | +2,351.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling