+2,989.4%
SHOP vs EMR
+266.1%
+2,723.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.2% | -4.3% | -4.9% |
| 7D | -10.6% | +0.9% | -11.5% | -11.0% |
| 30D | -18.3% | -5.0% | -13.3% | -16.2% |
| 3M | +14.8% | +5.9% | +8.9% | +10.9% |
| 6M | -5.0% | +7.3% | -12.4% | -9.9% |
| YTD | -21.2% | +14.6% | -35.8% | -27.9% |
| 1Y | -11.6% | +15.6% | -27.2% | -19.4% |
| 3Y | +101.2% | +60.2% | +41.1% | +55.6% |
| 5Y | -15.7% | +65.8% | -81.5% | -36.2% |
| 10Y | +2,989.4% | +277.4% | +2,712.0% | +1,634.8% |
| All | +2,989.4% | +266.1% | +2,723.3% | +1,634.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 10y: compounded portfolio wealth divided by compounded EMR 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…
10y analysis · Full analysis span regression · 6 months rolling