+43.0%
SHOP vs SNOW
+34.6%
+8.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | -13.2% | -7.5% | -5.7% | -9.5% |
| 30D | -17.0% | -1.3% | -15.7% | -17.3% |
| 3M | +17.0% | +37.4% | -20.4% | -3.2% |
| 6M | -2.1% | +88.1% | -90.2% | -35.1% |
| YTD | -21.4% | +50.3% | -71.7% | -41.1% |
| 1Y | -11.0% | +46.0% | -57.0% | -32.9% |
| 3Y | +100.9% | +98.7% | +2.2% | +14.2% |
| 5Y | -14.7% | +3.5% | -18.2% | -38.0% |
| All | +43.0% | +34.6% | +8.4% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNOW.
Daily Out/Under-Performance
Portfolio return minus SNOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNOW 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 10y: compounded portfolio wealth divided by compounded SNOW 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…
10y analysis · Full analysis span regression · 6 months rolling