+2,941.1%
SHOP vs EFV
+167.0%
+2,774.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | +0.2% |
| 7D | -13.2% | -2.0% | -11.2% | -11.0% |
| 30D | -17.0% | -0.2% | -16.9% | -16.7% |
| 3M | +17.0% | +9.1% | +7.9% | +5.4% |
| 6M | -2.1% | +11.7% | -13.8% | -14.7% |
| YTD | -21.4% | +17.0% | -38.4% | -35.6% |
| 1Y | -11.0% | +26.7% | -37.7% | -33.6% |
| 3Y | +100.9% | +90.2% | +10.8% | -6.3% |
| 5Y | -14.7% | +96.1% | -110.8% | -60.2% |
| All | +2,941.1% | +167.0% | +2,774.1% | +1,007.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 10y: compounded portfolio wealth divided by compounded EFV 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…
10y analysis · Full analysis span regression · 6 months rolling