+317.3%
SPY vs SHOP
+8,659.4%
-8,342.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.6% | -3.3% | -0.2% |
| 7D | -2.7% | -5.4% | +2.7% | -2.0% |
| 30D | -5.4% | -10.3% | +4.9% | -4.1% |
| 3M | -4.1% | +1.0% | -5.1% | -4.7% |
| 6M | +0.7% | +41.2% | -40.5% | -5.4% |
| YTD | +8.7% | -7.5% | +16.2% | +7.5% |
| 1Y | +10.9% | -4.6% | +15.5% | +9.0% |
| 3Y | +75.0% | +146.4% | -71.4% | +44.7% |
| 5Y | +67.8% | -2.5% | +70.3% | +45.5% |
| 10Y | +312.9% | +3,703.6% | -3,390.7% | +135.5% |
| All | +317.3% | +8,659.4% | -8,342.1% | +132.0% |
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 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