+0.5%
SHOP vs EL
+23.3%
-22.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.1% |
| 7D | -1.2% | +1.5% | -2.8% | -1.7% |
| 30D | -14.7% | +10.0% | -24.7% | -17.0% |
| 3M | -7.2% | +28.4% | -35.6% | -13.0% |
| 6M | +54.2% | +37.1% | +17.1% | +41.8% |
| YTD | -8.6% | +7.8% | -16.4% | -17.8% |
| 1Y | +0.5% | +26.0% | -25.5% | -19.0% |
| All | +0.5% | +23.3% | -22.8% | -19.0% |
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