+3,557.0%
SHOP vs SAN
+255.1%
+3,301.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.8% | -4.4% | -3.9% |
| 7D | +2.8% | +10.8% | -7.9% | -1.4% |
| 30D | -14.2% | -5.7% | -8.4% | -12.2% |
| 3M | -5.5% | -13.4% | +7.9% | 0.0% |
| 6M | +32.8% | +3.5% | +29.2% | +30.2% |
| YTD | -8.9% | +9.7% | -18.7% | -13.4% |
| 1Y | -7.7% | +20.9% | -28.6% | -15.7% |
| 3Y | +139.0% | +254.3% | -115.3% | +41.9% |
| 5Y | -0.5% | +304.2% | -304.8% | -45.2% |
| 10Y | +3,557.0% | +260.2% | +3,296.8% | +2,113.4% |
| All | +3,557.0% | +255.1% | +3,301.9% | +2,113.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling