-8.3%
SHOP vs ED
+14.2%
-22.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +0.9% | -8.5% | -6.7% |
| 7D | -4.1% | +0.5% | -4.6% | -3.5% |
| 30D | -11.5% | +1.1% | -12.6% | -10.4% |
| 3M | +21.1% | +4.6% | +16.4% | +28.4% |
| 6M | +3.0% | -2.0% | +5.0% | +1.9% |
| YTD | -16.7% | +11.7% | -28.4% | -3.6% |
| 1Y | -8.3% | +15.7% | -24.0% | +9.2% |
| All | -8.3% | +14.2% | -22.5% | +9.2% |
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