+8,680.0%
SHOP vs STT
+202.9%
+8,477.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.1% |
| 7D | -2.5% | +0.4% | -2.9% | -2.6% |
| 30D | -16.7% | -0.4% | -16.3% | -16.4% |
| 3M | -2.2% | -6.5% | +4.3% | +1.1% |
| 6M | +45.6% | +17.2% | +28.4% | +33.7% |
| YTD | -7.3% | +38.2% | -45.5% | -21.8% |
| 1Y | -6.1% | +49.3% | -55.4% | -23.7% |
| 3Y | +143.3% | +181.9% | -38.6% | +49.5% |
| 5Y | +0.2% | +106.9% | -106.8% | -31.4% |
| 10Y | +3,663.5% | +203.1% | +3,460.4% | +1,995.0% |
| All | +8,680.0% | +202.9% | +8,477.1% | +4,633.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling