+8,659.4%
SHOP vs ED
+190.5%
+8,468.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.4% | +6.0% | +3.6% |
| 7D | -5.4% | +1.6% | -7.1% | -5.5% |
| 30D | -10.3% | +13.3% | -23.6% | -10.3% |
| 3M | +1.0% | +9.7% | -8.7% | +1.0% |
| 6M | +41.2% | +12.8% | +28.4% | +41.2% |
| YTD | -7.5% | +22.3% | -29.8% | -7.9% |
| 1Y | -4.6% | +26.3% | -30.9% | -5.2% |
| 3Y | +146.4% | +45.0% | +101.4% | +136.7% |
| 5Y | -2.5% | +80.2% | -82.7% | -9.3% |
| 10Y | +3,703.6% | +129.9% | +3,573.7% | +3,418.2% |
| All | +8,659.4% | +190.5% | +8,468.9% | +8,632.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling