+112.8%
SHOP vs SYY
+25.4%
+87.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.3% | -7.3% | -7.5% |
| 7D | -4.1% | -2.8% | -1.3% | -3.7% |
| 30D | -11.5% | -5.3% | -6.2% | -10.8% |
| 3M | +21.1% | +5.1% | +16.0% | +20.2% |
| 6M | +3.0% | -5.0% | +8.0% | +3.6% |
| YTD | -16.7% | +10.7% | -27.4% | -19.2% |
| 1Y | -8.3% | +0.7% | -9.0% | -9.1% |
| 3Y | +112.8% | +24.0% | +88.8% | +85.2% |
| All | +112.8% | +25.4% | +87.4% | +85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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