-4.9%
SHOP vs SAN
+23.5%
-28.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +6.4% | +0.9% | +4.3% |
| 7D | -9.0% | +4.5% | -13.6% | -10.8% |
| 30D | -4.4% | -12.1% | +7.7% | +1.0% |
| 3M | +24.1% | -15.6% | +39.7% | +33.5% |
| 6M | +20.0% | +5.8% | +14.2% | +15.1% |
| YTD | -4.9% | +5.5% | -10.4% | -8.6% |
| 1Y | -4.9% | +23.6% | -28.5% | -18.2% |
| All | -4.9% | +23.5% | -28.4% | -18.2% |
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