-8.3%
SHOP vs EMB
+5.1%
-13.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.1% | -7.5% | -7.2% |
| 7D | -4.1% | +0.3% | -4.4% | -4.9% |
| 30D | -11.5% | -0.5% | -11.0% | -10.1% |
| 3M | +21.1% | +0.3% | +20.7% | +20.2% |
| 6M | +3.0% | +1.2% | +1.8% | -0.3% |
| YTD | -16.7% | +1.5% | -18.2% | -20.7% |
| 1Y | -8.3% | +4.8% | -13.1% | -20.8% |
| All | -8.3% | +5.1% | -13.4% | -20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling