+2,993.7%
SHOP vs EMB
+30.3%
+2,963.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.9% |
| 7D | -11.2% | -1.2% | -10.0% | -8.9% |
| 30D | -14.4% | -1.3% | -13.1% | -11.9% |
| 3M | +16.6% | -1.8% | +18.4% | +21.5% |
| 6M | -0.6% | +0.2% | -0.8% | -0.4% |
| YTD | -20.0% | +0.4% | -20.4% | -20.2% |
| 1Y | -11.2% | +2.8% | -14.0% | -15.5% |
| 3Y | +99.5% | +29.1% | +70.3% | +23.1% |
| 5Y | -13.2% | +6.3% | -19.5% | -22.2% |
| All | +2,993.7% | +30.3% | +2,963.3% | +2,095.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 10y: compounded portfolio wealth divided by compounded EMB 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…
10y analysis · Full analysis span regression · 6 months rolling