-10.8%
SHOP vs EFX
-35.1%
+24.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -3.1% | -4.5% | -5.0% |
| 7D | -4.1% | -7.8% | +3.7% | +2.6% |
| 30D | -11.5% | -5.7% | -5.8% | -7.4% |
| 3M | +21.1% | +2.5% | +18.5% | +16.7% |
| 6M | +3.0% | -16.7% | +19.7% | +18.3% |
| YTD | -16.7% | -20.2% | +3.5% | -1.6% |
| 1Y | -8.3% | -31.4% | +23.1% | +22.6% |
| 3Y | +112.8% | -10.5% | +123.3% | +96.4% |
| All | -10.8% | -35.1% | +24.2% | +15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling