-6.5%
SHOP vs SAN
+55.6%
-62.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.5% | -7.1% | -7.4% |
| 7D | -4.1% | +3.3% | -7.4% | -5.5% |
| 30D | -11.5% | +1.1% | -12.6% | -12.0% |
| 3M | +21.1% | +22.2% | -1.2% | +9.9% |
| 6M | +3.0% | +36.0% | -33.0% | -12.5% |
| YTD | -16.7% | +28.2% | -44.9% | -26.6% |
| All | -6.5% | +55.6% | -62.1% | -24.4% |
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 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