+338.0%
SMH vs SHOP
-15.0%
+353.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.5% | +5.5% | +1.5% |
| 7D | +4.3% | -10.6% | +15.0% | +7.3% |
| 30D | +0.9% | -18.3% | +19.2% | +6.1% |
| 3M | -2.8% | +14.8% | -17.7% | -8.2% |
| 6M | +45.6% | -5.0% | +50.6% | +42.9% |
| YTD | +59.5% | -21.2% | +80.7% | +63.5% |
| 1Y | +93.4% | -11.6% | +105.0% | +90.9% |
| 3Y | +287.1% | +101.2% | +185.9% | +182.3% |
| 5Y | +338.0% | -15.7% | +353.7% | +266.8% |
| All | +338.0% | -15.0% | +353.0% | +266.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling