-4.9%
SHOP vs SAP
-5.6%
+0.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +4.2% | +3.1% | +4.6% |
| 7D | -9.0% | +1.3% | -10.3% | -9.7% |
| 30D | -4.4% | +15.5% | -20.0% | -12.7% |
| 3M | +24.1% | +22.8% | +1.3% | +9.5% |
| 6M | +20.0% | +42.5% | -22.5% | -3.2% |
| YTD | -4.9% | +0.5% | -5.5% | -12.0% |
| 1Y | -4.9% | -5.9% | +1.0% | -4.1% |
| All | -4.9% | -5.6% | +0.7% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 1y: compounded portfolio wealth divided by compounded SAP 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…
1y analysis · Full analysis span regression · 6 months rolling