+8,680.0%
SHOP vs EMR
+273.7%
+8,406.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +2.0% |
| 7D | -2.5% | -2.0% | -0.5% | -1.4% |
| 30D | -16.7% | +2.8% | -19.5% | -17.8% |
| 3M | -2.2% | +2.0% | -4.2% | -3.1% |
| 6M | +45.6% | +20.7% | +24.9% | +31.0% |
| YTD | -7.3% | +27.3% | -34.6% | -20.0% |
| 1Y | -6.1% | +31.0% | -37.1% | -20.2% |
| 3Y | +143.3% | +103.6% | +39.7% | +64.1% |
| 5Y | +0.2% | +88.6% | -88.4% | -29.7% |
| 10Y | +3,663.5% | +280.6% | +3,382.9% | +1,605.7% |
| All | +8,680.0% | +273.7% | +8,406.3% | +9,518.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling