+8,680.0%
SHOP vs ED
+192.1%
+8,487.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | -2.5% | -0.9% | -1.5% | -2.5% |
| 30D | -16.7% | +11.2% | -27.9% | -16.7% |
| 3M | -2.2% | +11.8% | -14.0% | -2.2% |
| 6M | +45.6% | +14.1% | +31.5% | +45.5% |
| YTD | -7.3% | +23.0% | -30.2% | -7.7% |
| 1Y | -6.1% | +23.7% | -29.7% | -6.6% |
| 3Y | +143.3% | +47.7% | +95.6% | +133.3% |
| 5Y | +0.2% | +82.6% | -82.5% | -6.8% |
| 10Y | +3,663.5% | +141.8% | +3,521.7% | +3,362.0% |
| All | +8,680.0% | +192.1% | +8,487.9% | +8,652.9% |
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