+2,106.9%
SMH vs SHOP
+8,434.7%
-6,327.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.7% |
| 7D | +2.5% | -5.1% | +7.6% | +3.8% |
| 30D | -0.5% | +0.6% | -1.1% | -0.8% |
| 3M | -9.6% | +25.0% | -34.7% | -15.8% |
| 6M | +42.1% | +11.9% | +30.2% | +34.1% |
| YTD | +57.4% | -9.9% | +67.3% | +55.8% |
| 1Y | +96.2% | 0.0% | +96.3% | +88.3% |
| 3Y | +267.9% | +117.5% | +150.4% | +173.6% |
| 5Y | +327.7% | -6.6% | +334.3% | +248.3% |
| 10Y | +1,764.6% | +3,320.3% | -1,555.7% | +688.9% |
| All | +2,106.9% | +8,434.7% | -6,327.8% | +804.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling