+0.5%
SHOP vs EME
+3.0%
-2.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.2% |
| 7D | -1.2% | +8.4% | -9.6% | -0.9% |
| 30D | -14.7% | -11.5% | -3.2% | -15.4% |
| 3M | -7.2% | -20.6% | +13.4% | -8.4% |
| 6M | +54.2% | -28.5% | +82.7% | +57.0% |
| YTD | -8.6% | +8.0% | -16.6% | -19.1% |
| 1Y | +0.5% | +6.8% | -6.2% | -10.6% |
| All | +0.5% | +3.0% | -2.5% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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