-0.5%
SHOP vs EMR
+89.8%
-90.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -2.7% |
| 7D | +2.8% | +0.7% | +2.1% | +2.5% |
| 30D | -14.2% | +3.5% | -17.7% | -16.2% |
| 3M | -5.5% | +5.9% | -11.4% | -9.4% |
| 6M | +32.8% | +19.4% | +13.3% | +15.6% |
| YTD | -8.9% | +27.7% | -36.6% | -26.9% |
| 1Y | -7.7% | +30.9% | -38.6% | -27.5% |
| 3Y | +139.0% | +104.2% | +34.8% | +22.0% |
| 5Y | -0.5% | +89.6% | -90.1% | -47.1% |
| All | -0.5% | +89.8% | -90.3% | -47.1% |
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