-2.9%
SHOP vs ED
+80.7%
-83.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.4% | +6.0% | +3.0% |
| 7D | -5.4% | +1.6% | -7.1% | -5.1% |
| 30D | -10.3% | +13.3% | -23.6% | -7.5% |
| 3M | +1.0% | +9.7% | -8.7% | +3.5% |
| 6M | +41.2% | +12.8% | +28.4% | +45.9% |
| YTD | -7.5% | +22.3% | -29.8% | -3.0% |
| 1Y | -4.6% | +26.3% | -30.9% | +0.5% |
| 3Y | +146.4% | +45.0% | +101.4% | +147.3% |
| All | -2.9% | +80.7% | -83.6% | +4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling