+3,781.0%
SHOP vs EOG
+141.0%
+3,640.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.1% |
| 7D | -1.2% | +7.6% | -8.8% | -2.4% |
| 30D | -14.7% | +3.4% | -18.1% | -15.3% |
| 3M | -7.2% | +12.7% | -19.9% | -9.4% |
| 6M | +54.2% | +19.0% | +35.2% | +47.9% |
| YTD | -8.6% | +55.6% | -64.2% | -17.6% |
| 1Y | +0.5% | +49.5% | -49.0% | -8.7% |
| 3Y | +135.9% | +43.2% | +92.8% | +115.7% |
| 5Y | -11.9% | +111.8% | -123.7% | -25.8% |
| All | +3,781.0% | +141.0% | +3,640.0% | +3,073.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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