-7.7%
SHOP vs EMB
+0.5%
-8.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -1.8% |
| 7D | +2.8% | +0.5% | +2.3% | +1.7% |
| 30D | -14.2% | +0.9% | -15.1% | -16.0% |
| 3M | -5.5% | -2.1% | -3.4% | +1.2% |
| 6M | +32.8% | -2.2% | +35.0% | +42.9% |
| YTD | -8.9% | -0.6% | -8.3% | -7.8% |
| 1Y | -7.7% | +0.2% | -7.9% | -13.5% |
| All | -7.7% | +0.5% | -8.3% | -13.5% |
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 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