+8,434.7%
SHOP vs EFV
+132.8%
+8,301.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | -5.1% | +1.5% | -6.6% | -6.7% |
| 30D | +0.6% | +1.7% | -1.2% | -1.3% |
| 3M | +25.0% | +8.6% | +16.4% | +13.5% |
| 6M | +11.9% | +11.7% | +0.2% | -2.2% |
| YTD | -9.9% | +19.3% | -29.1% | -27.4% |
| 1Y | 0.0% | +30.2% | -30.3% | -27.1% |
| 3Y | +117.5% | +91.6% | +25.9% | +3.1% |
| 5Y | -6.6% | +96.4% | -103.0% | -55.4% |
| 10Y | +3,320.3% | +166.5% | +3,153.8% | +1,116.0% |
| All | +8,434.7% | +132.8% | +8,301.9% | +3,287.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling