+114.7%
SHOP vs SN
+490.7%
-376.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.1% |
| 7D | -5.1% | -9.3% | +4.2% | -1.1% |
| 30D | +0.6% | -4.8% | +5.4% | +2.7% |
| 3M | +25.0% | +40.4% | -15.4% | +8.8% |
| 6M | +11.9% | +50.9% | -39.0% | -6.1% |
| YTD | -9.9% | +54.9% | -64.8% | -25.7% |
| 1Y | 0.0% | +43.0% | -43.1% | -15.4% |
| 3Y | +117.5% | +391.8% | -274.3% | +28.7% |
| All | +114.7% | +490.7% | -376.0% | +28.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling