0.0%
SHOP vs SAN
+58.9%
-59.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | -5.1% | +1.8% | -6.9% | -5.8% |
| 30D | +0.6% | +2.0% | -1.4% | -0.3% |
| 3M | +25.0% | +19.7% | +5.3% | +14.8% |
| 6M | +11.9% | +30.6% | -18.7% | -2.9% |
| YTD | -9.9% | +28.8% | -38.7% | -20.6% |
| 1Y | 0.0% | +57.8% | -57.8% | -16.8% |
| All | 0.0% | +58.9% | -59.0% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 1y: compounded portfolio wealth divided by compounded SAN 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…
1y analysis · Full analysis span regression · 6 months rolling