+3.7%
SHOP vs SNDQ
-95.1%
+98.7%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNDQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.8% | -5.1% | +1.4% |
| 7D | -11.2% | +11.6% | -22.9% | -11.7% |
| 30D | -14.4% | -45.1% | +30.7% | -12.5% |
| 3M | +16.6% | -68.6% | +85.2% | +17.6% |
| All | +3.7% | -95.1% | +98.7% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNDQ.
Daily Out/Under-Performance
Portfolio return minus SNDQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNDQ 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 SNDQ 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 · Available span rolling