+2,993.7%
SHOP vs EFX
+42.6%
+2,951.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.2% | +1.3% |
| 7D | -11.2% | -4.5% | -6.7% | -8.3% |
| 30D | -14.4% | -6.1% | -8.3% | -10.9% |
| 3M | +16.6% | +6.2% | +10.4% | +11.2% |
| 6M | -0.6% | -11.2% | +10.6% | +6.7% |
| YTD | -20.0% | -21.4% | +1.4% | -7.4% |
| 1Y | -11.2% | -34.3% | +23.1% | +15.4% |
| 3Y | +99.5% | -12.5% | +112.0% | +106.8% |
| 5Y | -13.2% | -35.6% | +22.3% | +8.3% |
| All | +2,993.7% | +42.6% | +2,951.1% | +2,499.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling