-5.6%
SHOP vs STT
+145.1%
-150.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.8% |
| 3M | +25.0% | +20.0% | +5.1% | +5.4% |
| 6M | +11.9% | +55.3% | -43.4% | -25.9% |
| YTD | -9.9% | +53.3% | -63.2% | -39.7% |
| 1Y | 0.0% | +74.7% | -74.7% | -40.5% |
| 3Y | +117.5% | +205.8% | -88.3% | -19.9% |
| All | -5.6% | +145.1% | -150.7% | -61.7% |
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 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