-11.6%
SHOP vs SNPS
-35.6%
+24.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.3% | -5.8% | -5.5% |
| 7D | -10.6% | -5.5% | -5.2% | -9.3% |
| 30D | -18.3% | -4.5% | -13.8% | -17.5% |
| 3M | +14.8% | -15.5% | +30.3% | +19.3% |
| 6M | -5.0% | -10.1% | +5.0% | -4.0% |
| YTD | -21.2% | -16.3% | -4.9% | -19.5% |
| 1Y | -11.6% | -34.9% | +23.3% | -9.0% |
| All | -11.6% | -35.6% | +24.0% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 SNPS 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