+336.1%
SPY vs SHOP
+8,434.7%
-8,098.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.3% |
| 7D | +0.1% | -5.1% | +5.2% | +0.8% |
| 30D | +0.1% | +0.6% | -0.5% | -0.1% |
| 3M | +2.0% | +25.0% | -23.0% | -1.9% |
| 6M | +13.0% | +11.9% | +1.1% | +9.7% |
| YTD | +13.5% | -9.9% | +23.4% | +13.2% |
| 1Y | +20.0% | 0.0% | +20.0% | +17.3% |
| 3Y | +77.2% | +117.5% | -40.3% | +49.0% |
| 5Y | +81.9% | -6.6% | +88.5% | +59.0% |
| 10Y | +314.1% | +3,320.3% | -3,006.3% | +139.0% |
| All | +336.1% | +8,434.7% | -8,098.6% | +144.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling