+146.4%
SHOP vs SN
+397.9%
-251.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.7% | +0.9% | +2.2% |
| 7D | -5.4% | +7.2% | -12.6% | -8.5% |
| 30D | -10.3% | +20.4% | -30.7% | -18.2% |
| 3M | +1.0% | +23.9% | -22.9% | -9.3% |
| 6M | +41.2% | +93.0% | -51.8% | +2.8% |
| YTD | -7.5% | +99.2% | -106.7% | -34.8% |
| 1Y | -4.6% | +142.6% | -147.2% | -39.2% |
| 3Y | +146.4% | +398.8% | -252.4% | +11.1% |
| All | +146.4% | +397.9% | -251.5% | +11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling