+8,552.4%
SHOP vs SRE
+111.3%
+8,441.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.1% |
| 7D | -1.2% | +1.8% | -3.0% | -1.9% |
| 30D | -14.7% | -3.0% | -11.7% | -13.9% |
| 3M | -7.2% | -7.3% | 0.0% | -5.0% |
| 6M | +54.2% | -11.9% | +66.1% | +59.9% |
| YTD | -8.6% | -7.9% | -0.8% | -7.6% |
| 1Y | +0.5% | -11.1% | +11.7% | +3.2% |
| 3Y | +135.9% | +24.8% | +111.1% | +105.3% |
| 5Y | -11.9% | +52.4% | -64.3% | -28.7% |
| 10Y | +3,608.8% | +127.9% | +3,480.9% | +2,402.3% |
| All | +8,552.4% | +111.3% | +8,441.0% | +5,811.8% |
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