-2.9%
SHOP vs STT
+100.0%
-102.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.4% | +3.4% |
| 7D | -5.4% | -2.5% | -3.0% | -3.2% |
| 30D | -10.3% | -5.0% | -5.4% | -6.1% |
| 3M | +1.0% | -10.5% | +11.5% | +11.0% |
| 6M | +41.2% | +10.0% | +31.2% | +27.4% |
| YTD | -7.5% | +30.7% | -38.2% | -29.4% |
| 1Y | -4.6% | +43.8% | -48.3% | -33.3% |
| 3Y | +146.4% | +168.1% | -21.7% | -0.6% |
| All | -2.9% | +100.0% | -102.9% | -53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling