+286.4%
SMH vs SHOP
+111.5%
+174.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.6% | +8.8% | +3.0% |
| 7D | +5.2% | -4.1% | +9.3% | +6.1% |
| 30D | -1.5% | -11.5% | +10.0% | +1.1% |
| 3M | -4.1% | +21.1% | -25.1% | -10.2% |
| 6M | +50.8% | +3.0% | +47.8% | +45.5% |
| YTD | +59.3% | -16.7% | +76.0% | +62.3% |
| 1Y | +94.1% | -8.3% | +102.4% | +91.1% |
| All | +286.4% | +111.5% | +174.9% | +198.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling