+3,003.4%
SHOP vs STT
+264.2%
+2,739.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.2% | -6.3% | -7.0% |
| 7D | -4.1% | +2.2% | -6.3% | -5.0% |
| 30D | -11.5% | +3.9% | -15.4% | -13.2% |
| 3M | +21.1% | +19.2% | +1.9% | +10.5% |
| 6M | +3.0% | +60.4% | -57.4% | -19.1% |
| YTD | -16.7% | +51.5% | -68.2% | -32.6% |
| 1Y | -8.3% | +76.3% | -84.6% | -30.9% |
| 3Y | +112.8% | +200.7% | -87.9% | +28.5% |
| 5Y | -9.3% | +157.5% | -166.7% | -42.4% |
| 10Y | +3,003.4% | +262.0% | +2,741.5% | +1,709.8% |
| All | +3,003.4% | +264.2% | +2,739.3% | +1,709.8% |
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