+81.8%
SPY vs SHOP
-12.8%
+94.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.8% |
| 3M | +3.9% | +21.1% | -17.2% | +0.1% |
| 6M | +14.5% | +3.0% | +11.5% | +12.3% |
| YTD | +12.9% | -16.7% | +29.6% | +13.9% |
| 1Y | +19.4% | -8.3% | +27.6% | +18.0% |
| 3Y | +78.5% | +112.8% | -34.4% | +48.1% |
| 5Y | +81.8% | -9.3% | +91.0% | +55.8% |
| All | +81.8% | -12.8% | +94.5% | +55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling