+8,844.7%
SHOP vs EIX
+59.4%
+8,785.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.8% | +1.8% |
| 7D | -2.7% | +0.7% | -3.4% | -2.8% |
| 30D | -11.0% | +8.8% | -19.8% | -12.7% |
| 3M | +0.3% | -10.9% | +11.2% | +2.0% |
| 6M | +37.7% | -10.3% | +48.0% | +38.9% |
| YTD | -5.5% | +5.8% | -11.4% | -9.9% |
| 1Y | -0.2% | +11.4% | -11.6% | -6.3% |
| 3Y | +151.9% | +11.1% | +140.8% | +131.8% |
| 5Y | -2.2% | +18.5% | -20.7% | -12.0% |
| 10Y | +3,647.2% | +32.2% | +3,614.9% | +2,990.6% |
| All | +8,844.7% | +59.4% | +8,785.4% | +6,992.8% |
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