+66.7%
SNXX vs SHOP
+11.5%
+55.2%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +7.3% | -23.1% | -13.3% |
| 7D | -47.8% | -9.0% | -38.8% | -49.0% |
| 30D | -66.0% | -4.4% | -61.6% | -66.1% |
| 3M | -57.5% | +24.1% | -81.6% | -51.7% |
| 6M | -66.7% | +20.0% | -86.7% | -60.7% |
| All | +66.7% | +11.5% | +55.2% | +86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SHOP.
Daily Out/Under-Performance
Portfolio return minus SHOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHOP 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 1y: compounded portfolio wealth divided by compounded SHOP 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…
1y analysis · Full analysis span regression · 6 months rolling