-9.3%
SHOP vs EIX
+28.1%
-37.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +4.5% | -12.1% | -8.6% |
| 7D | -4.1% | +0.9% | -5.0% | -4.4% |
| 30D | -11.5% | -13.5% | +2.0% | -9.3% |
| 3M | +21.1% | -15.3% | +36.3% | +24.3% |
| 6M | +3.0% | -15.3% | +18.3% | +5.1% |
| YTD | -16.7% | +2.7% | -19.4% | -21.4% |
| 1Y | -8.3% | +17.4% | -25.7% | -18.3% |
| 3Y | +112.8% | -1.3% | +114.2% | +95.2% |
| 5Y | -9.3% | +27.2% | -36.4% | -27.1% |
| All | -9.3% | +28.1% | -37.4% | -27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling