+117.7%
SHOP vs SN
+671.3%
-553.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | -1.0% |
| 7D | -1.2% | +1.5% | -2.8% | -1.9% |
| 30D | -14.7% | +21.5% | -36.2% | -21.7% |
| 3M | -7.2% | +20.0% | -27.3% | -14.4% |
| 6M | +54.2% | +119.9% | -65.7% | +10.9% |
| YTD | -8.6% | +102.3% | -110.9% | -32.9% |
| 1Y | +0.5% | +148.0% | -147.5% | -32.4% |
| 3Y | +135.9% | +450.0% | -314.1% | +26.4% |
| All | +117.7% | +671.3% | -553.6% | +16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling