-4.9%
SHOP vs SN
+156.5%
-161.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +4.1% | +3.2% | +5.3% |
| 7D | -9.0% | +10.6% | -19.7% | -13.3% |
| 30D | -4.4% | +20.0% | -24.4% | -12.4% |
| 3M | +24.1% | +30.4% | -6.2% | +9.9% |
| 6M | +20.0% | +91.0% | -71.0% | -7.2% |
| YTD | -4.9% | +95.9% | -100.9% | -27.8% |
| 1Y | -4.9% | +158.9% | -163.8% | -32.2% |
| All | -4.9% | +156.5% | -161.4% | -32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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