+8,434.7%
SHOP vs SNPS
+703.8%
+7,731.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.4% | +4.9% | +3.7% |
| 7D | -5.1% | -11.0% | +5.9% | +3.9% |
| 30D | +0.6% | -1.7% | +2.3% | +0.6% |
| 3M | +25.0% | -20.4% | +45.4% | +46.6% |
| 6M | +11.9% | -8.6% | +20.5% | +14.7% |
| YTD | -9.9% | -16.2% | +6.3% | -1.8% |
| 1Y | 0.0% | -34.6% | +34.5% | +16.6% |
| 3Y | +117.5% | -14.5% | +132.0% | +73.3% |
| 5Y | -6.6% | +17.0% | -23.6% | -45.0% |
| 10Y | +3,320.3% | +560.0% | +2,760.3% | +268.4% |
| All | +8,434.7% | +703.8% | +7,731.0% | +675.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling