+304.8%
SPY vs SHOP
+3,499.6%
-3,194.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.2% | +0.2% |
| 7D | -0.6% | +2.8% | -3.4% | -1.1% |
| 30D | -3.7% | -14.2% | +10.5% | -1.5% |
| 3M | -2.7% | -5.5% | +2.8% | -2.4% |
| 6M | +2.2% | +32.8% | -30.6% | -3.8% |
| YTD | +10.8% | -8.9% | +19.8% | +9.8% |
| 1Y | +11.2% | -7.7% | +19.0% | +9.7% |
| 3Y | +76.5% | +139.0% | -62.5% | +42.7% |
| 5Y | +72.9% | -0.5% | +73.5% | +48.0% |
| 10Y | +304.8% | +3,557.0% | -3,252.2% | +102.0% |
| All | +304.8% | +3,499.6% | -3,194.7% | +102.0% |
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