+125.0%
SHOP vs SN
+681.9%
-556.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.9% | -0.8% | +0.8% |
| 7D | -2.7% | +7.6% | -10.3% | -5.6% |
| 30D | -11.0% | +24.1% | -35.1% | -19.0% |
| 3M | +0.3% | +23.7% | -23.4% | -8.7% |
| 6M | +37.7% | +105.5% | -67.8% | +1.8% |
| YTD | -5.5% | +105.1% | -110.6% | -31.1% |
| 1Y | -0.2% | +148.3% | -148.5% | -33.0% |
| 3Y | +151.9% | +438.7% | -286.8% | +34.9% |
| All | +125.0% | +681.9% | -556.9% | +19.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling