+146.4%
SHOP vs SAN
+235.5%
-89.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.2% | +5.8% | +4.7% |
| 7D | -5.4% | +4.9% | -10.4% | -7.6% |
| 30D | -10.3% | -13.0% | +2.7% | -4.2% |
| 3M | +1.0% | -18.9% | +19.9% | +11.5% |
| 6M | +41.2% | -4.1% | +45.4% | +42.9% |
| YTD | -7.5% | +2.6% | -10.1% | -10.4% |
| 1Y | -4.6% | +16.9% | -21.5% | -13.6% |
| 3Y | +146.4% | +239.1% | -92.6% | +56.4% |
| All | +146.4% | +235.5% | -89.1% | +56.4% |
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 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