+120.5%
SHOP vs STT
+207.1%
-86.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.7% |
| 7D | -5.1% | +0.5% | -5.6% | -5.4% |
| 30D | +0.6% | +3.9% | -3.3% | -3.0% |
| 3M | +25.0% | +20.0% | +5.1% | +3.8% |
| 6M | +11.9% | +55.3% | -43.4% | -29.4% |
| YTD | -9.9% | +53.3% | -63.2% | -42.6% |
| 1Y | 0.0% | +74.7% | -74.7% | -44.6% |
| All | +120.5% | +207.1% | -86.6% | -35.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling