-7.7%
SHOP vs ED
+25.7%
-33.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.8% | -4.3% | -3.0% |
| 7D | +2.8% | +2.1% | +0.7% | +4.4% |
| 30D | -14.2% | +12.4% | -26.6% | -4.9% |
| 3M | -5.5% | +13.1% | -18.7% | +5.4% |
| 6M | +32.8% | +14.1% | +18.7% | +51.6% |
| YTD | -8.9% | +23.1% | -32.0% | +14.3% |
| 1Y | -7.7% | +25.4% | -33.2% | +18.1% |
| All | -7.7% | +25.7% | -33.4% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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