-8.3%
SHOP vs SAP
-19.9%
+11.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.7% | -5.9% | -6.5% |
| 7D | -4.1% | -0.3% | -3.8% | -3.9% |
| 30D | -11.5% | +2.6% | -14.1% | -12.8% |
| 3M | +21.1% | +16.3% | +4.8% | +10.5% |
| 6M | +3.0% | +6.4% | -3.4% | -2.6% |
| YTD | -16.7% | -11.4% | -5.3% | -16.3% |
| 1Y | -8.3% | -20.4% | +12.1% | -1.9% |
| All | -8.3% | -19.9% | +11.6% | -1.9% |
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 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