-15.7%
SHOP vs SNOW
+5.9%
-21.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.2% | -4.3% | -4.8% |
| 7D | -10.6% | +8.4% | -19.0% | -15.6% |
| 30D | -18.3% | -1.0% | -17.3% | -18.8% |
| 3M | +14.8% | +38.3% | -23.5% | -6.8% |
| 6M | -5.0% | +81.3% | -86.3% | -37.9% |
| YTD | -21.2% | +51.1% | -72.3% | -42.7% |
| 1Y | -11.6% | +47.0% | -58.6% | -35.4% |
| 3Y | +101.2% | +99.7% | +1.5% | +6.0% |
| 5Y | -15.7% | +3.6% | -19.3% | -40.0% |
| All | -15.7% | +5.9% | -21.6% | -40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling