+0.5%
SHOP vs SNOW
+11.0%
-10.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +1.2% |
| 7D | -1.2% | +5.5% | -6.7% | -3.3% |
| 30D | -14.7% | -13.2% | -1.6% | -10.3% |
| 3M | -7.2% | -13.7% | +6.5% | -2.9% |
| 6M | +54.2% | +91.0% | -36.8% | +14.4% |
| YTD | -8.6% | +32.7% | -41.3% | -24.1% |
| 1Y | +0.5% | +13.3% | -12.8% | -15.7% |
| All | +0.5% | +11.0% | -10.5% | -15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling