-11.2%
SHOP vs EME
+21.8%
-33.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.3% | -2.6% | +1.4% |
| 7D | -11.2% | +3.5% | -14.7% | -11.5% |
| 30D | -14.4% | -6.3% | -8.0% | -13.9% |
| 3M | +16.6% | -3.8% | +20.3% | +18.0% |
| 6M | -0.6% | +8.5% | -9.1% | -5.1% |
| YTD | -20.0% | +27.8% | -47.8% | -29.6% |
| 1Y | -11.2% | +22.2% | -33.4% | -24.1% |
| All | -11.2% | +21.8% | -33.0% | -24.1% |
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