+151.9%
SHOP vs EIX
+11.2%
+140.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.8% | +2.0% |
| 7D | -2.7% | +0.7% | -3.4% | -2.7% |
| 30D | -11.0% | +8.8% | -19.8% | -11.7% |
| 3M | +0.3% | -10.9% | +11.2% | +1.5% |
| 6M | +37.7% | -10.3% | +48.0% | +38.5% |
| YTD | -5.5% | +5.8% | -11.4% | -9.7% |
| 1Y | -0.2% | +11.4% | -11.6% | -6.0% |
| 3Y | +151.9% | +11.1% | +140.8% | +122.9% |
| All | +151.9% | +11.2% | +140.7% | +122.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 3y: compounded portfolio wealth divided by compounded EIX 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…
3y analysis · Full analysis span regression · 6 months rolling