+99.5%
SHOP vs SNY
-9.6%
+109.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -11.2% | -3.3% | -7.9% | -10.8% |
| 30D | -14.4% | -2.2% | -12.2% | -14.1% |
| 3M | +16.6% | -3.0% | +19.6% | +17.1% |
| 6M | -0.6% | +2.7% | -3.3% | -0.5% |
| YTD | -20.0% | -6.8% | -13.1% | -19.4% |
| 1Y | -11.2% | -5.3% | -5.9% | -10.7% |
| 3Y | +99.5% | -9.8% | +109.3% | +100.3% |
| All | +99.5% | -9.6% | +109.1% | +100.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 3y: compounded portfolio wealth divided by compounded SNY 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…
3y analysis · Full analysis span regression · 6 months rolling