+63.9%
SHOP vs SNOW
+37.6%
+26.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.4% | +4.9% | +2.4% |
| 7D | -5.1% | +2.8% | -7.9% | -7.5% |
| 30D | +0.6% | +6.4% | -5.8% | -3.8% |
| 3M | +25.0% | +38.1% | -13.1% | +3.2% |
| 6M | +11.9% | +100.4% | -88.5% | -28.5% |
| YTD | -9.9% | +53.7% | -63.6% | -33.3% |
| 1Y | 0.0% | +52.0% | -52.0% | -26.4% |
| 3Y | +117.5% | +114.7% | +2.8% | +17.7% |
| 5Y | -6.6% | +8.8% | -15.4% | -33.6% |
| All | +63.9% | +37.6% | +26.3% | +5.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling