-11.2%
SHOP vs EMB
+7.3%
-18.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.8% |
| 7D | -1.2% | -0.9% | -0.3% | +1.3% |
| 30D | -14.7% | +0.4% | -15.1% | -15.2% |
| 3M | -7.2% | -3.1% | -4.1% | +1.5% |
| 6M | +54.2% | -2.1% | +56.2% | +64.3% |
| YTD | -8.6% | -1.1% | -7.5% | -5.1% |
| 1Y | +0.5% | -0.1% | +0.6% | +1.7% |
| 3Y | +135.9% | +29.6% | +106.4% | +24.1% |
| All | -11.2% | +7.3% | -18.5% | -33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling