+319.7%
SPY vs SHOP
+2,872.8%
-2,553.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.5% | +5.0% | +0.4% |
| 7D | -0.4% | -10.6% | +10.3% | +1.4% |
| 30D | -1.4% | -18.3% | +16.9% | +1.7% |
| 3M | +3.7% | +14.8% | -11.1% | +0.6% |
| 6M | +13.0% | -5.0% | +18.0% | +12.1% |
| YTD | +12.4% | -21.2% | +33.6% | +14.3% |
| 1Y | +18.5% | -11.6% | +30.1% | +17.8% |
| 3Y | +77.6% | +101.2% | -23.6% | +47.5% |
| 5Y | +81.7% | -15.7% | +97.4% | +60.0% |
| 10Y | +319.7% | +2,989.4% | -2,669.8% | +111.7% |
| All | +319.7% | +2,872.8% | -2,553.2% | +111.7% |
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