-9.3%
SHOP vs SAN
+381.9%
-391.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.5% | -7.1% | -7.3% |
| 7D | -4.1% | +3.3% | -7.4% | -5.9% |
| 30D | -11.5% | +1.1% | -12.6% | -12.1% |
| 3M | +21.1% | +22.2% | -1.2% | +7.1% |
| 6M | +3.0% | +36.0% | -33.0% | -15.2% |
| YTD | -16.7% | +28.2% | -44.9% | -29.4% |
| 1Y | -8.3% | +54.1% | -62.4% | -30.6% |
| 3Y | +112.8% | +354.2% | -241.4% | -18.9% |
| 5Y | -9.3% | +387.3% | -396.5% | -70.2% |
| All | -9.3% | +381.9% | -391.2% | -70.2% |
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