+98.4%
SHOP vs SN
+496.6%
-398.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +1.0% | -8.6% | -8.0% |
| 7D | -4.1% | +0.1% | -4.2% | -4.2% |
| 30D | -11.5% | -5.6% | -5.9% | -9.4% |
| 3M | +21.1% | +48.1% | -27.0% | +2.9% |
| 6M | +3.0% | +57.6% | -54.6% | -15.2% |
| YTD | -16.7% | +56.5% | -73.2% | -31.6% |
| 1Y | -8.3% | +52.6% | -60.8% | -24.5% |
| 3Y | +112.8% | +412.0% | -299.1% | +24.9% |
| All | +98.4% | +496.6% | -398.2% | +18.4% |
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