+8,434.7%
SHOP vs EMR
+241.8%
+8,192.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.3% | -1.4% |
| 7D | -5.1% | -1.5% | -3.6% | -4.3% |
| 30D | +0.6% | -5.6% | +6.2% | +3.5% |
| 3M | +25.0% | +7.9% | +17.1% | +19.3% |
| 6M | +11.9% | +6.0% | +5.9% | +6.6% |
| YTD | -9.9% | +16.4% | -26.3% | -18.6% |
| 1Y | 0.0% | +16.6% | -16.7% | -9.7% |
| 3Y | +117.5% | +62.9% | +54.6% | +64.2% |
| 5Y | -6.6% | +60.1% | -66.7% | -29.5% |
| 10Y | +3,320.3% | +268.8% | +3,051.6% | +1,450.0% |
| All | +8,434.7% | +241.8% | +8,192.9% | +9,683.3% |
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