+8,434.7%
SHOP vs SRE
+121.4%
+8,313.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | -5.1% | -0.3% | -4.8% | -5.0% |
| 30D | +0.6% | -0.7% | +1.3% | +0.6% |
| 3M | +25.0% | -6.3% | +31.3% | +27.2% |
| 6M | +11.9% | -10.7% | +22.6% | +15.4% |
| YTD | -9.9% | -3.5% | -6.4% | -10.3% |
| 1Y | 0.0% | +5.3% | -5.3% | -4.2% |
| 3Y | +117.5% | +31.8% | +85.7% | +85.8% |
| 5Y | -6.6% | +47.4% | -54.0% | -23.4% |
| 10Y | +3,320.3% | +120.6% | +3,199.8% | +2,245.4% |
| All | +8,434.7% | +121.4% | +8,313.3% | +5,642.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling