+8,552.4%
SHOP vs EME
+1,399.8%
+7,152.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | -1.2% | +8.4% | -9.6% | -4.4% |
| 30D | -14.7% | -11.5% | -3.2% | -11.2% |
| 3M | -7.2% | -20.6% | +13.4% | +0.3% |
| 6M | +54.2% | -28.5% | +82.7% | +70.7% |
| YTD | -8.6% | +8.0% | -16.6% | -17.8% |
| 1Y | +0.5% | +6.8% | -6.2% | -9.2% |
| 3Y | +135.9% | +213.9% | -78.0% | +27.1% |
| 5Y | -11.9% | +414.8% | -426.7% | -62.0% |
| 10Y | +3,608.8% | +916.9% | +2,691.8% | +1,087.8% |
| All | +8,552.4% | +1,399.8% | +7,152.5% | +2,320.9% |
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 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