+8,434.7%
SHOP vs EFX
+97.7%
+8,337.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.4% | +5.8% | +3.8% |
| 7D | -5.1% | -8.6% | +3.5% | +0.8% |
| 30D | +0.6% | +0.1% | +0.5% | +0.1% |
| 3M | +25.0% | +3.8% | +21.2% | +20.6% |
| 6M | +11.9% | -13.5% | +25.4% | +22.0% |
| YTD | -9.9% | -17.7% | +7.8% | +1.1% |
| 1Y | 0.0% | -25.6% | +25.5% | +19.1% |
| 3Y | +117.5% | -12.1% | +129.6% | +124.4% |
| 5Y | -6.6% | -33.8% | +27.2% | +15.1% |
| 10Y | +3,320.3% | +45.1% | +3,275.2% | +2,583.0% |
| All | +8,434.7% | +97.7% | +8,337.0% | +5,425.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling