+1,789.8%
SMH vs SHOP
+3,058.7%
-1,268.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | +1.4% | -13.2% | +14.6% | +5.3% |
| 30D | -2.2% | -17.0% | +14.8% | +2.7% |
| 3M | -1.9% | +17.0% | -18.9% | -8.1% |
| 6M | +41.0% | -2.1% | +43.1% | +36.9% |
| YTD | +55.6% | -21.4% | +76.9% | +59.4% |
| 1Y | +86.8% | -11.0% | +97.8% | +83.6% |
| 3Y | +277.7% | +100.9% | +176.7% | +172.1% |
| 5Y | +324.2% | -14.7% | +338.9% | +247.8% |
| All | +1,789.8% | +3,058.7% | -1,268.9% | +469.1% |
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