+8,659.4%
SHOP vs EMB
+42.2%
+8,617.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | -5.4% | -0.1% | -5.4% | -5.0% |
| 30D | -10.3% | +1.3% | -11.6% | -12.6% |
| 3M | +1.0% | -2.2% | +3.2% | +6.5% |
| 6M | +41.2% | -2.3% | +43.6% | +49.7% |
| YTD | -7.5% | -0.6% | -6.9% | -5.5% |
| 1Y | -4.6% | +0.5% | -5.1% | -4.5% |
| 3Y | +146.4% | +29.4% | +117.0% | +48.5% |
| 5Y | -2.5% | +6.5% | -9.0% | -11.0% |
| 10Y | +3,703.6% | +29.8% | +3,673.8% | +2,356.3% |
| All | +8,659.4% | +42.2% | +8,617.2% | +4,971.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling