+8,434.7%
SHOP vs EMB
+45.3%
+8,389.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.6% |
| 7D | -5.1% | 0.0% | -5.1% | -5.0% |
| 30D | +0.6% | -0.3% | +0.9% | +1.4% |
| 3M | +25.0% | -0.4% | +25.5% | +26.6% |
| 6M | +11.9% | +0.1% | +11.8% | +12.3% |
| YTD | -9.9% | +1.6% | -11.5% | -12.5% |
| 1Y | 0.0% | +5.6% | -5.7% | -10.4% |
| 3Y | +117.5% | +29.8% | +87.7% | +30.2% |
| 5Y | -6.6% | +7.3% | -13.9% | -16.9% |
| 10Y | +3,320.3% | +30.4% | +3,289.9% | +2,121.1% |
| All | +8,434.7% | +45.3% | +8,389.4% | +4,597.0% |
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