-12.1%
SHOP vs SYY
+12.2%
-24.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.1% |
| 7D | +2.1% | +1.3% | +0.8% | +1.4% |
| 30D | -16.8% | -3.5% | -13.3% | -15.1% |
| 3M | -2.4% | -9.3% | +6.9% | +3.0% |
| 6M | +47.0% | +5.9% | +41.1% | +41.4% |
| YTD | -8.8% | +6.5% | -15.3% | -15.8% |
| 1Y | -6.3% | +4.0% | -10.3% | -12.3% |
| 3Y | +139.3% | +23.0% | +116.3% | +79.0% |
| 5Y | -12.1% | +14.3% | -26.4% | -27.5% |
| All | -12.1% | +12.2% | -24.3% | -27.5% |
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