-5.6%
SHOP vs SAP
+55.2%
-60.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | +0.3% |
| 7D | -5.1% | -2.9% | -2.2% | -2.4% |
| 30D | +0.6% | +9.0% | -8.4% | -7.3% |
| 3M | +25.0% | +14.9% | +10.1% | +8.7% |
| 6M | +11.9% | +11.9% | 0.0% | -0.9% |
| YTD | -9.9% | -9.9% | 0.0% | -3.4% |
| 1Y | 0.0% | -19.5% | +19.5% | +20.4% |
| 3Y | +117.5% | +61.8% | +55.7% | +8.1% |
| All | -5.6% | +55.2% | -60.8% | -56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling