-2.9%
SHOP vs SAN
+267.8%
-270.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.2% | +5.8% | +4.9% |
| 7D | -5.4% | +4.9% | -10.4% | -8.0% |
| 30D | -10.3% | -13.0% | +2.7% | -2.9% |
| 3M | +1.0% | -18.9% | +19.9% | +13.7% |
| 6M | +41.2% | -4.1% | +45.4% | +43.1% |
| YTD | -7.5% | +2.6% | -10.1% | -11.2% |
| 1Y | -4.6% | +16.9% | -21.5% | -15.7% |
| 3Y | +146.4% | +239.1% | -92.6% | +8.8% |
| All | -2.9% | +267.8% | -270.7% | -64.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling