+2,449.6%
STX vs SHOP
+8,434.7%
-5,985.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.5% | +6.9% | +6.4% |
| 7D | +2.4% | -5.1% | +7.5% | +3.3% |
| 30D | +1.4% | +0.6% | +0.8% | +1.1% |
| 3M | -8.2% | +25.0% | -33.3% | -13.1% |
| 6M | +127.0% | +11.9% | +115.1% | +117.2% |
| YTD | +209.1% | -9.9% | +219.0% | +206.1% |
| 1Y | +365.4% | 0.0% | +365.5% | +351.4% |
| 3Y | +1,135.4% | +117.5% | +1,017.9% | +888.4% |
| 5Y | +991.5% | -6.6% | +998.2% | +821.6% |
| 10Y | +3,695.8% | +3,320.3% | +375.5% | +1,521.3% |
| All | +2,449.6% | +8,434.7% | -5,985.1% | +931.1% |
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 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