+8,434.7%
SHOP vs EIX
+48.0%
+8,386.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.4% | -0.7% |
| 7D | -5.1% | -19.1% | +14.0% | -1.0% |
| 30D | +0.6% | -16.9% | +17.5% | +4.1% |
| 3M | +25.0% | -20.0% | +45.0% | +30.2% |
| 6M | +11.9% | -21.3% | +33.2% | +16.5% |
| YTD | -9.9% | -1.7% | -8.2% | -12.4% |
| 1Y | 0.0% | +9.6% | -9.6% | -6.3% |
| 3Y | +117.5% | -3.7% | +121.2% | +108.0% |
| 5Y | -6.6% | +22.6% | -29.3% | -16.8% |
| 10Y | +3,320.3% | +17.7% | +3,302.6% | +2,808.9% |
| All | +8,434.7% | +48.0% | +8,386.7% | +6,793.3% |
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