-14.7%
SHOP vs SRE
+46.9%
-61.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | +0.3% |
| 7D | -13.2% | -0.7% | -12.5% | -13.0% |
| 30D | -17.0% | -1.7% | -15.3% | -16.7% |
| 3M | +17.0% | -7.1% | +24.1% | +19.5% |
| 6M | -2.1% | -8.4% | +6.2% | -0.3% |
| YTD | -21.4% | -3.5% | -17.8% | -22.1% |
| 1Y | -11.0% | +5.4% | -16.4% | -15.6% |
| 3Y | +100.9% | +29.5% | +71.4% | +64.3% |
| 5Y | -14.7% | +48.3% | -63.0% | -26.9% |
| All | -14.7% | +46.9% | -61.6% | -26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling