-4.9%
SHOP vs EL
+25.6%
-30.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +6.3% | +1.0% | +5.4% |
| 7D | -9.0% | +2.5% | -11.5% | -9.7% |
| 30D | -4.4% | +20.1% | -24.5% | -9.4% |
| 3M | +24.1% | +29.3% | -5.2% | +15.6% |
| 6M | +20.0% | +38.8% | -18.8% | +9.3% |
| YTD | -4.9% | +8.1% | -13.0% | -15.1% |
| 1Y | -4.9% | +22.3% | -27.3% | -23.1% |
| All | -4.9% | +25.6% | -30.5% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling