+1,475.7%
SMH vs SHOP
+3,581.9%
-2,106.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.0% |
| 7D | +4.9% | -1.2% | +6.1% | +5.3% |
| 30D | -13.8% | -14.7% | +0.9% | -9.9% |
| 3M | -17.4% | -7.2% | -10.2% | -16.2% |
| 6M | -15.0% | +54.2% | -69.2% | -27.0% |
| YTD | +35.2% | -8.6% | +43.8% | +32.1% |
| 1Y | +41.6% | +0.5% | +41.1% | +34.3% |
| 3Y | +215.6% | +135.9% | +79.7% | +118.0% |
| 5Y | +233.2% | -11.9% | +245.1% | +171.7% |
| All | +1,475.7% | +3,581.9% | -2,106.2% | +346.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling