+43.4%
SMH vs SHOP
-6.2%
+49.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +7.3% | -10.1% | -3.4% |
| 7D | -11.2% | -9.0% | -2.1% | -10.4% |
| 30D | -20.4% | -4.4% | -16.0% | -20.0% |
| 3M | -12.4% | +24.1% | -36.5% | -13.9% |
| 6M | -0.5% | +20.0% | -20.5% | -1.9% |
| YTD | +40.0% | -4.9% | +45.0% | +46.3% |
| 1Y | +43.4% | -4.9% | +48.3% | +49.3% |
| All | +43.4% | -6.2% | +49.5% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SHOP.
Daily Out/Under-Performance
Portfolio return minus SHOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHOP 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 1y: compounded portfolio wealth divided by compounded SHOP 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…
1y analysis · Full analysis span regression · 6 months rolling