+8,434.7%
SHOP vs ED
+162.9%
+8,271.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.5% |
| 7D | -5.1% | -0.2% | -4.9% | -5.1% |
| 30D | +0.6% | -0.1% | +0.7% | +0.6% |
| 3M | +25.0% | +3.9% | +21.1% | +25.0% |
| 6M | +11.9% | -3.0% | +14.9% | +12.0% |
| YTD | -9.9% | +10.7% | -20.6% | -10.3% |
| 1Y | 0.0% | +13.3% | -13.4% | -0.7% |
| 3Y | +117.5% | +34.5% | +83.0% | +108.1% |
| 5Y | -6.6% | +67.1% | -73.8% | -13.4% |
| 10Y | +3,320.3% | +103.0% | +3,217.3% | +3,070.5% |
| All | +8,434.7% | +162.9% | +8,271.8% | +8,407.2% |
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