+78.5%
SPY vs SHOP
+108.4%
-30.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.6% | +7.0% | +0.6% |
| 7D | +0.5% | -4.1% | +4.6% | +1.1% |
| 30D | -0.9% | -11.5% | +10.6% | +0.7% |
| 3M | +3.9% | +21.1% | -17.2% | +0.1% |
| 6M | +14.5% | +3.0% | +11.5% | +12.4% |
| YTD | +12.9% | -16.7% | +29.6% | +14.3% |
| 1Y | +19.4% | -8.3% | +27.6% | +18.2% |
| 3Y | +78.5% | +112.8% | -34.4% | +51.5% |
| All | +78.5% | +108.4% | -30.0% | +51.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling