+112.8%
SHOP vs SRE
+33.0%
+79.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +1.7% | -9.3% | -8.0% |
| 7D | -4.1% | +1.4% | -5.5% | -4.5% |
| 30D | -11.5% | +1.9% | -13.4% | -12.1% |
| 3M | +21.1% | -3.3% | +24.3% | +21.5% |
| 6M | +3.0% | -6.4% | +9.4% | +3.8% |
| YTD | -16.7% | -1.8% | -14.9% | -18.0% |
| 1Y | -8.3% | +10.7% | -19.0% | -14.4% |
| 3Y | +112.8% | +31.8% | +81.0% | +76.4% |
| All | +112.8% | +33.0% | +79.8% | +76.4% |
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