+8,434.7%
SHOP vs SAP
+239.6%
+8,195.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | +0.2% |
| 7D | -5.1% | -2.9% | -2.2% | -2.8% |
| 30D | +0.6% | +9.0% | -8.4% | -6.2% |
| 3M | +25.0% | +14.9% | +10.1% | +10.8% |
| 6M | +11.9% | +11.9% | 0.0% | +0.8% |
| YTD | -9.9% | -9.9% | 0.0% | -4.8% |
| 1Y | 0.0% | -19.5% | +19.5% | +15.8% |
| 3Y | +117.5% | +61.8% | +55.7% | +38.3% |
| 5Y | -6.6% | +56.2% | -62.8% | -39.4% |
| 10Y | +3,320.3% | +180.6% | +3,139.7% | +1,226.5% |
| All | +8,434.7% | +239.6% | +8,195.1% | +2,663.8% |
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