+112.8%
SHOP vs SNOW
+103.1%
+9.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.5% | -7.1% | -7.4% |
| 7D | -4.1% | +4.9% | -9.0% | -6.7% |
| 30D | -11.5% | +1.5% | -13.0% | -12.7% |
| 3M | +21.1% | +39.5% | -18.5% | +3.5% |
| 6M | +3.0% | +85.9% | -82.9% | -24.7% |
| YTD | -16.7% | +52.9% | -69.6% | -33.7% |
| 1Y | -8.3% | +48.1% | -56.4% | -26.5% |
| 3Y | +112.8% | +102.2% | +10.7% | +39.2% |
| All | +112.8% | +103.1% | +9.7% | +39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling