-4.3%
SHOP vs SN
+143.5%
-147.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.9% | -0.8% | +0.6% |
| 7D | -2.7% | +7.6% | -10.3% | -6.1% |
| 30D | -11.0% | +24.1% | -35.1% | -20.1% |
| 3M | +0.3% | +23.7% | -23.4% | -10.0% |
| 6M | +37.7% | +105.5% | -67.8% | +1.8% |
| YTD | -5.5% | +105.1% | -110.6% | -31.4% |
| All | -4.3% | +143.5% | -147.8% | -34.3% |
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 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