+3,772.8%
SHOP vs EFX
+79.2%
+3,693.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.1% |
| 7D | +2.1% | -3.6% | +5.8% | +4.5% |
| 30D | -16.8% | +25.3% | -42.1% | -29.4% |
| 3M | -2.4% | +3.8% | -6.2% | -6.4% |
| 6M | +47.0% | +12.7% | +34.3% | +32.4% |
| YTD | -8.8% | -13.1% | +4.3% | -2.7% |
| 1Y | -6.3% | -9.3% | +3.1% | -2.8% |
| 3Y | +139.3% | +3.5% | +135.7% | +117.4% |
| 5Y | -12.1% | -30.6% | +18.5% | +2.2% |
| All | +3,772.8% | +79.2% | +3,693.6% | +2,581.2% |
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