-5.6%
SHOP vs SE
-68.6%
+63.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.1% |
| 7D | -5.1% | -6.1% | +1.0% | -2.0% |
| 30D | +0.6% | -2.5% | +3.0% | +0.6% |
| 3M | +25.0% | +21.7% | +3.3% | +11.5% |
| 6M | +11.9% | +27.0% | -15.1% | -3.6% |
| YTD | -9.9% | -12.1% | +2.3% | -6.9% |
| 1Y | 0.0% | -40.9% | +40.9% | +25.3% |
| 3Y | +117.5% | +191.0% | -73.5% | +6.5% |
| All | -5.6% | -68.6% | +63.1% | +42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling