+307.8%
SPY vs SHOP
+3,581.9%
-3,274.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | +2.6% | -1.2% | +3.8% | +2.8% |
| 30D | -2.0% | -14.7% | +12.8% | +0.4% |
| 3M | -2.8% | -7.2% | +4.4% | -2.1% |
| 6M | +2.1% | +54.2% | -52.0% | -6.1% |
| YTD | +11.5% | -8.6% | +20.1% | +10.4% |
| 1Y | +13.5% | +0.5% | +12.9% | +10.4% |
| 3Y | +77.7% | +135.9% | -58.2% | +43.9% |
| 5Y | +72.6% | -11.9% | +84.5% | +51.1% |
| All | +307.8% | +3,581.9% | -3,274.0% | +102.1% |
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