+8,680.0%
SHOP vs EFX
+110.4%
+8,569.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.7% |
| 7D | -2.5% | -2.0% | -0.5% | -1.3% |
| 30D | -16.7% | +27.9% | -44.6% | -30.4% |
| 3M | -2.2% | +3.8% | -6.0% | -6.2% |
| 6M | +45.6% | +13.0% | +32.6% | +30.8% |
| YTD | -7.3% | -12.4% | +5.1% | -1.6% |
| 1Y | -6.1% | -10.4% | +4.3% | -1.8% |
| 3Y | +143.3% | +4.4% | +138.9% | +119.4% |
| 5Y | +0.2% | -28.9% | +29.0% | +16.4% |
| 10Y | +3,663.5% | +81.7% | +3,581.8% | +2,360.6% |
| All | +8,680.0% | +110.4% | +8,569.6% | +5,278.6% |
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