0.0%
SHOP vs EFX
-25.2%
+25.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.4% | +5.8% | +3.2% |
| 7D | -5.1% | -8.6% | +3.5% | 0.0% |
| 30D | +0.6% | +0.1% | +0.5% | +0.1% |
| 3M | +25.0% | +3.8% | +21.2% | +21.2% |
| 6M | +11.9% | -13.5% | +25.4% | +19.7% |
| YTD | -9.9% | -17.7% | +7.8% | -1.7% |
| 1Y | 0.0% | -25.6% | +25.5% | +11.0% |
| All | 0.0% | -25.2% | +25.2% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 1y: compounded portfolio wealth divided by compounded EFX 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…
1y analysis · Full analysis span regression · 6 months rolling