+1,213.4%
SHOP vs SE
+597.4%
+616.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +1.1% | -8.7% | -8.1% |
| 7D | -4.1% | +0.6% | -4.7% | -4.4% |
| 30D | -11.5% | -0.1% | -11.4% | -12.4% |
| 3M | +21.1% | +34.1% | -13.1% | +4.6% |
| 6M | +3.0% | +23.2% | -20.2% | -8.3% |
| YTD | -16.7% | -11.2% | -5.5% | -14.6% |
| 1Y | -8.3% | -40.5% | +32.2% | +11.7% |
| 3Y | +112.8% | +196.3% | -83.5% | +15.7% |
| 5Y | -9.3% | -67.0% | +57.8% | +14.0% |
| All | +1,213.4% | +597.4% | +616.0% | +505.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling