+112.8%
SHOP vs SBAC
-9.5%
+122.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.4% | -7.2% | -7.6% |
| 7D | -4.1% | -0.1% | -4.0% | -4.1% |
| 30D | -11.5% | +3.2% | -14.8% | -11.6% |
| 3M | +21.1% | -5.1% | +26.1% | +21.2% |
| 6M | +3.0% | -2.1% | +5.1% | +2.8% |
| YTD | -16.7% | -0.5% | -16.2% | -17.1% |
| 1Y | -8.3% | +1.1% | -9.4% | -8.8% |
| 3Y | +112.8% | -7.4% | +120.3% | +106.0% |
| All | +112.8% | -9.5% | +122.4% | +106.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 3y: compounded portfolio wealth divided by compounded SBAC 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…
3y analysis · Full analysis span regression · 6 months rolling