-15.7%
SHOP vs EFV
+95.4%
-111.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.9% | -4.6% | -4.0% |
| 7D | -10.6% | -0.5% | -10.1% | -9.7% |
| 30D | -18.3% | 0.0% | -18.3% | -18.1% |
| 3M | +14.8% | +8.4% | +6.4% | +0.7% |
| 6M | -5.0% | +12.3% | -17.4% | -22.2% |
| YTD | -21.2% | +17.4% | -38.6% | -40.9% |
| 1Y | -11.6% | +27.1% | -38.7% | -42.0% |
| 3Y | +101.2% | +90.7% | +10.5% | -36.7% |
| 5Y | -15.7% | +95.6% | -111.3% | -74.4% |
| All | -15.7% | +95.4% | -111.1% | -74.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling