-11.0%
SHOP vs SRE
+7.5%
-18.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | -0.6% |
| 7D | -13.2% | -0.7% | -12.5% | -13.4% |
| 30D | -17.0% | -1.7% | -15.3% | -17.3% |
| 3M | +17.0% | -7.1% | +24.1% | +15.1% |
| 6M | -2.1% | -8.4% | +6.2% | -4.2% |
| YTD | -21.4% | -3.5% | -17.8% | -24.6% |
| 1Y | -11.0% | +5.4% | -16.4% | -8.1% |
| All | -11.0% | +7.5% | -18.5% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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