-14.7%
SHOP vs ELV
+19.4%
-34.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.9% | -5.1% | -0.7% |
| 7D | -13.2% | +0.4% | -13.6% | -13.3% |
| 30D | -17.0% | +6.7% | -23.7% | -17.6% |
| 3M | +17.0% | +3.0% | +14.0% | +16.5% |
| 6M | -2.1% | +48.0% | -50.1% | -5.4% |
| YTD | -21.4% | +20.0% | -41.4% | -22.8% |
| 1Y | -11.0% | +37.9% | -48.9% | -13.6% |
| 3Y | +100.9% | -2.8% | +103.7% | +102.2% |
| 5Y | -14.7% | +24.8% | -39.5% | -24.1% |
| All | -14.7% | +19.4% | -34.1% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 5y: compounded portfolio wealth divided by compounded ELV 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…
5y analysis · Full analysis span regression · 6 months rolling