+3,003.4%
SHOP vs SAP
+173.6%
+2,829.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.7% | -5.9% | -6.2% |
| 7D | -4.1% | -0.3% | -3.8% | -3.8% |
| 30D | -11.5% | +2.6% | -14.1% | -13.3% |
| 3M | +21.1% | +16.3% | +4.8% | +6.1% |
| 6M | +3.0% | +6.4% | -3.4% | -3.3% |
| YTD | -16.7% | -11.4% | -5.3% | -10.6% |
| 1Y | -8.3% | -20.4% | +12.1% | +7.6% |
| 3Y | +112.8% | +56.5% | +56.3% | +37.3% |
| 5Y | -9.3% | +56.8% | -66.0% | -42.3% |
| 10Y | +3,003.4% | +176.2% | +2,827.3% | +993.9% |
| All | +3,003.4% | +173.6% | +2,829.8% | +993.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling