+65.6%
SHOP vs SNOW
+20.7%
+44.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.6% | -5.2% | -4.4% |
| 7D | +2.8% | +0.2% | +2.6% | +2.6% |
| 30D | -14.2% | -19.8% | +5.6% | -3.9% |
| 3M | -5.5% | -11.6% | +6.1% | -0.9% |
| 6M | +32.8% | +94.0% | -61.2% | -13.8% |
| YTD | -8.9% | +34.8% | -43.7% | -28.3% |
| 1Y | -7.7% | +10.1% | -17.9% | -19.2% |
| 3Y | +139.0% | +84.4% | +54.6% | +40.4% |
| 5Y | -0.5% | -18.1% | +17.6% | -20.7% |
| All | +65.6% | +20.7% | +44.9% | +13.0% |
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 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