+135.9%
SHOP vs SRE
+24.6%
+111.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | -1.2% | +1.8% | -3.0% | -1.6% |
| 30D | -14.7% | -3.0% | -11.7% | -14.3% |
| 3M | -7.2% | -7.3% | 0.0% | -5.8% |
| 6M | +54.2% | -11.9% | +66.1% | +57.9% |
| YTD | -8.6% | -7.9% | -0.8% | -8.8% |
| 1Y | +0.5% | -11.1% | +11.7% | +1.9% |
| 3Y | +135.9% | +24.8% | +111.1% | +117.2% |
| All | +135.9% | +24.6% | +111.3% | +117.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling