+135.9%
SHOP vs SAN
+247.1%
-111.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.4% | -0.1% |
| 7D | -1.2% | +4.0% | -5.2% | -3.2% |
| 30D | -14.7% | -7.8% | -6.9% | -11.5% |
| 3M | -7.2% | -16.4% | +9.1% | +0.8% |
| 6M | +54.2% | +3.5% | +50.7% | +50.0% |
| YTD | -8.6% | +6.7% | -15.3% | -13.3% |
| 1Y | +0.5% | +14.5% | -14.0% | -8.1% |
| 3Y | +135.9% | +243.5% | -107.6% | +42.5% |
| All | +135.9% | +247.1% | -111.2% | +42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling