+1,335.9%
SHOP vs SE
+372.6%
+963.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.1% | -2.9% |
| 7D | +2.8% | 0.0% | +2.8% | +3.0% |
| 30D | -14.2% | -19.4% | +5.2% | -5.7% |
| 3M | -5.5% | -33.1% | +27.6% | +12.0% |
| 6M | +32.8% | -11.4% | +44.2% | +37.1% |
| YTD | -8.9% | -39.8% | +30.9% | +11.1% |
| 1Y | -7.7% | -50.5% | +42.7% | +22.2% |
| 3Y | +139.0% | +68.9% | +70.1% | +68.6% |
| 5Y | -0.5% | -77.1% | +76.6% | +47.7% |
| All | +1,335.9% | +372.6% | +963.3% | +687.5% |
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