+3,596.7%
SHOP vs EAT
+321.8%
+3,274.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.1% | +0.5% | -2.6% |
| 7D | +2.8% | -5.9% | +8.7% | +4.4% |
| 30D | -14.2% | +0.7% | -14.8% | -14.5% |
| 3M | -5.5% | -14.2% | +8.7% | -2.7% |
| 6M | +32.8% | +40.7% | -7.9% | +20.7% |
| YTD | -8.9% | +36.0% | -44.9% | -17.6% |
| 1Y | -7.7% | +83.1% | -90.8% | -22.9% |
| 3Y | +139.0% | +474.8% | -335.8% | +50.0% |
| 5Y | -0.5% | +347.6% | -348.1% | -36.3% |
| All | +3,596.7% | +321.8% | +3,274.8% | +1,829.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling