+443.6%
STX vs SHOP
-3.3%
+446.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.6% | -4.8% | -1.8% |
| 7D | -28.5% | -5.4% | -23.0% | -27.8% |
| 30D | -42.9% | -10.3% | -32.6% | -41.8% |
| 3M | -45.9% | +1.0% | -46.9% | -46.3% |
| 6M | -41.3% | +41.2% | -82.5% | -46.3% |
| YTD | +67.9% | -7.5% | +75.4% | +65.4% |
| 1Y | +66.5% | -4.6% | +71.1% | +62.9% |
| 3Y | +588.0% | +146.4% | +441.6% | +429.2% |
| All | +443.6% | -3.3% | +446.9% | +334.1% |
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 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