+3,557.0%
SHOP vs EMB
+31.5%
+3,525.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -2.3% |
| 7D | +2.8% | +0.5% | +2.3% | +2.0% |
| 30D | -14.2% | +0.9% | -15.1% | -15.6% |
| 3M | -5.5% | -2.1% | -3.4% | -0.6% |
| 6M | +32.8% | -2.2% | +35.0% | +40.4% |
| YTD | -8.9% | -0.6% | -8.3% | -7.0% |
| 1Y | -7.7% | +0.2% | -7.9% | -7.1% |
| 3Y | +139.0% | +29.5% | +109.5% | +45.5% |
| 5Y | -0.5% | +8.0% | -8.5% | -12.6% |
| 10Y | +3,557.0% | +35.3% | +3,521.7% | +2,280.5% |
| All | +3,557.0% | +31.5% | +3,525.5% | +2,280.5% |
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