+146.4%
SHOP vs SE
+64.9%
+81.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.1% | +3.5% | +3.5% |
| 7D | -5.4% | +2.0% | -7.5% | -6.1% |
| 30D | -10.3% | -20.0% | +9.7% | -2.4% |
| 3M | +1.0% | -31.8% | +32.8% | +16.0% |
| 6M | +41.2% | -15.9% | +57.1% | +48.3% |
| YTD | -7.5% | -40.6% | +33.1% | +10.5% |
| 1Y | -4.6% | -50.7% | +46.1% | +21.7% |
| 3Y | +146.4% | +70.3% | +76.1% | +136.4% |
| All | +146.4% | +64.9% | +81.5% | +136.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling