+45.6%
SHOP vs STT
+17.3%
+28.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.2% |
| 7D | -2.5% | +0.4% | -2.9% | -2.6% |
| 30D | -16.7% | -0.4% | -16.3% | -16.9% |
| 3M | -2.2% | -6.5% | +4.3% | -1.2% |
| 6M | +45.6% | +17.2% | +28.4% | +30.4% |
| All | +45.6% | +17.3% | +28.3% | +30.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling