+3,772.8%
SHOP vs SAP
+236.1%
+3,536.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.6% | -1.6% |
| 7D | +2.1% | -3.9% | +6.0% | +5.3% |
| 30D | -16.8% | +6.5% | -23.4% | -21.3% |
| 3M | -2.4% | +14.7% | -17.1% | -13.1% |
| 6M | +47.0% | +39.9% | +7.1% | +9.9% |
| YTD | -8.8% | -2.0% | -6.8% | -10.3% |
| 1Y | -6.3% | -6.0% | -0.3% | -4.3% |
| 3Y | +139.3% | +67.7% | +71.6% | +45.1% |
| 5Y | -12.1% | +78.8% | -90.9% | -49.7% |
| All | +3,772.8% | +236.1% | +3,536.8% | +1,074.1% |
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 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