+2,395.6%
SHOP vs SNAP
-79.3%
+2,474.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.6% | +6.1% | +4.4% |
| 7D | -5.4% | -7.1% | +1.7% | -3.4% |
| 30D | -10.3% | -14.6% | +4.3% | -5.9% |
| 3M | +1.0% | -5.0% | +6.0% | +2.0% |
| 6M | +41.2% | -18.8% | +60.0% | +48.3% |
| YTD | -7.5% | -38.5% | +31.0% | +5.3% |
| 1Y | -4.6% | -38.1% | +33.5% | +8.2% |
| 3Y | +146.4% | -53.8% | +200.2% | +172.0% |
| 5Y | -2.5% | -90.7% | +88.1% | +52.7% |
| All | +2,395.6% | -79.3% | +2,474.9% | +2,560.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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