-9.3%
SHOP vs EMR
+62.8%
-72.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.4% | -7.1% | -7.3% |
| 7D | -4.1% | +3.1% | -7.2% | -6.1% |
| 30D | -11.5% | -3.5% | -8.0% | -9.4% |
| 3M | +21.1% | +9.8% | +11.3% | +11.9% |
| 6M | +3.0% | +10.8% | -7.8% | -7.2% |
| YTD | -16.7% | +15.9% | -32.6% | -28.2% |
| 1Y | -8.3% | +16.4% | -24.7% | -21.3% |
| 3Y | +112.8% | +62.1% | +50.7% | +34.5% |
| 5Y | -9.3% | +62.9% | -72.2% | -47.0% |
| All | -9.3% | +62.8% | -72.0% | -47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling