+8,659.4%
SHOP vs SAP
+268.5%
+8,390.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -4.1% | +7.7% | +6.9% |
| 7D | -5.4% | -0.7% | -4.8% | -5.1% |
| 30D | -10.3% | +11.1% | -21.4% | -17.9% |
| 3M | +1.0% | +17.0% | -16.0% | -11.4% |
| 6M | +41.2% | +34.8% | +6.4% | +9.6% |
| YTD | -7.5% | -2.2% | -5.3% | -8.8% |
| 1Y | -4.6% | -6.4% | +1.9% | -2.3% |
| 3Y | +146.4% | +75.1% | +71.3% | +46.1% |
| 5Y | -2.5% | +69.8% | -72.4% | -41.0% |
| 10Y | +3,703.6% | +219.8% | +3,483.7% | +1,237.6% |
| All | +8,659.4% | +268.5% | +8,390.9% | +2,547.1% |
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 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