+8,524.1%
SHOP vs EIX
+59.5%
+8,464.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.6% |
| 7D | +2.8% | +1.0% | +1.9% | +2.6% |
| 30D | -14.2% | +8.9% | -23.0% | -15.9% |
| 3M | -5.5% | -9.8% | +4.3% | -4.2% |
| 6M | +32.8% | -10.2% | +43.0% | +33.9% |
| YTD | -8.9% | +5.9% | -14.9% | -13.1% |
| 1Y | -7.7% | +10.9% | -18.6% | -13.2% |
| 3Y | +139.0% | +10.2% | +128.8% | +120.5% |
| 5Y | -0.5% | +17.0% | -17.6% | -10.2% |
| 10Y | +3,557.0% | +35.1% | +3,521.9% | +2,896.9% |
| All | +8,524.1% | +59.5% | +8,464.6% | +6,736.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling