-4.9%
SHOP vs SE
-48.0%
+43.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +4.5% | +2.9% | +5.6% |
| 7D | -9.0% | +6.7% | -15.7% | -11.2% |
| 30D | -4.4% | -17.2% | +12.8% | +2.5% |
| 3M | +24.1% | -28.0% | +52.2% | +39.3% |
| 6M | +20.0% | -6.1% | +26.1% | +20.3% |
| YTD | -4.9% | -37.1% | +32.2% | +9.8% |
| 1Y | -4.9% | -48.8% | +43.8% | +16.2% |
| All | -4.9% | -48.0% | +43.1% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 1y: compounded portfolio wealth divided by compounded SE 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…
1y analysis · Full analysis span regression · 6 months rolling