+8,844.7%
SHOP vs SAP
+274.8%
+8,569.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +0.7% |
| 7D | -2.7% | +1.6% | -4.3% | -4.1% |
| 30D | -11.0% | +10.5% | -21.5% | -18.2% |
| 3M | +0.3% | +15.2% | -14.8% | -10.8% |
| 6M | +37.7% | +36.7% | +1.0% | +5.6% |
| YTD | -5.5% | -0.6% | -5.0% | -8.2% |
| 1Y | -0.2% | -4.1% | +3.9% | +0.1% |
| 3Y | +151.9% | +73.2% | +78.6% | +50.9% |
| 5Y | -2.2% | +74.1% | -76.3% | -41.9% |
| 10Y | +3,647.2% | +222.9% | +3,424.2% | +1,205.8% |
| All | +8,844.7% | +274.8% | +8,569.9% | +2,566.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling