+8,434.7%
SHOP vs SAN
+193.6%
+8,241.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | -5.1% | +1.8% | -6.9% | -5.8% |
| 30D | +0.6% | +2.0% | -1.4% | -0.2% |
| 3M | +25.0% | +19.7% | +5.3% | +15.8% |
| 6M | +11.9% | +30.6% | -18.7% | -0.5% |
| YTD | -9.9% | +28.8% | -38.7% | -19.6% |
| 1Y | 0.0% | +57.8% | -57.8% | -18.0% |
| 3Y | +117.5% | +338.1% | -220.6% | +18.1% |
| 5Y | -6.6% | +384.2% | -390.9% | -52.2% |
| 10Y | +3,320.3% | +353.1% | +2,967.2% | +1,607.3% |
| All | +8,434.7% | +193.6% | +8,241.1% | +4,367.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling