+117.2%
SHOP vs SN
+650.0%
-532.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.0% | +1.3% | -0.3% |
| 7D | +2.1% | +1.4% | +0.7% | +1.5% |
| 30D | -16.8% | +16.6% | -33.4% | -22.2% |
| 3M | -2.4% | +18.3% | -20.7% | -9.4% |
| 6M | +47.0% | +103.1% | -56.0% | +9.4% |
| YTD | -8.8% | +96.7% | -105.5% | -32.2% |
| 1Y | -6.3% | +134.3% | -140.6% | -35.4% |
| 3Y | +139.3% | +425.2% | -285.9% | +30.2% |
| All | +117.2% | +650.0% | -532.8% | +17.3% |
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