+7,358.2%
SHOP vs SNY
+33.5%
+7,324.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.7% | -4.7% | -5.1% |
| 7D | -10.6% | -3.6% | -7.0% | -9.1% |
| 30D | -18.3% | -1.4% | -16.8% | -17.7% |
| 3M | +14.8% | -4.2% | +19.0% | +17.0% |
| 6M | -5.0% | +2.0% | -7.0% | -6.0% |
| YTD | -21.2% | -6.7% | -14.6% | -19.3% |
| 1Y | -11.6% | -4.7% | -6.9% | -10.6% |
| 3Y | +101.2% | -8.1% | +109.4% | +96.2% |
| 5Y | -15.7% | +8.2% | -23.9% | -28.1% |
| 10Y | +2,989.4% | +64.8% | +2,924.6% | +1,888.1% |
| All | +7,358.2% | +33.5% | +7,324.8% | +5,388.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling