+8,434.7%
SHOP vs EME
+1,614.5%
+6,820.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.3% | -1.2% |
| 7D | -5.1% | +1.9% | -7.0% | -5.8% |
| 30D | +0.6% | -8.3% | +8.9% | +3.8% |
| 3M | +25.0% | -10.7% | +35.8% | +27.9% |
| 6M | +11.9% | +1.9% | +10.0% | +6.5% |
| YTD | -9.9% | +23.5% | -33.3% | -22.2% |
| 1Y | 0.0% | +18.0% | -18.0% | -12.8% |
| 3Y | +117.5% | +236.1% | -118.6% | +15.5% |
| 5Y | -6.6% | +527.9% | -534.5% | -62.2% |
| 10Y | +3,320.3% | +1,252.8% | +2,067.5% | +873.8% |
| All | +8,434.7% | +1,614.5% | +6,820.2% | +2,191.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling