-15.7%
SHOP vs SYY
+22.4%
-38.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.2% | -7.6% | -6.6% |
| 7D | -10.6% | -0.2% | -10.4% | -10.6% |
| 30D | -18.3% | -2.7% | -15.6% | -17.2% |
| 3M | +14.8% | +5.9% | +8.9% | +11.1% |
| 6M | -5.0% | -2.3% | -2.7% | -5.1% |
| YTD | -21.2% | +13.1% | -34.3% | -29.5% |
| 1Y | -11.6% | +3.8% | -15.4% | -16.7% |
| 3Y | +101.2% | +26.7% | +74.5% | +52.5% |
| 5Y | -15.7% | +19.4% | -35.1% | -31.3% |
| All | -15.7% | +22.4% | -38.1% | -31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling