-14.7%
SHOP vs EME
+540.8%
-555.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.6% | +0.2% |
| 7D | -13.2% | +0.9% | -14.2% | -13.7% |
| 30D | -17.0% | -8.4% | -8.7% | -13.8% |
| 3M | +17.0% | -3.6% | +20.6% | +15.1% |
| 6M | -2.1% | +3.6% | -5.7% | -9.8% |
| YTD | -21.4% | +22.5% | -43.9% | -36.2% |
| 1Y | -11.0% | +18.2% | -29.2% | -27.8% |
| 3Y | +100.9% | +238.4% | -137.4% | -34.0% |
| 5Y | -14.7% | +550.5% | -565.2% | -86.9% |
| All | -14.7% | +540.8% | -555.5% | -86.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling