+2,941.1%
SHOP vs EOG
+121.2%
+2,819.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.5% | -0.2% |
| 7D | -13.2% | +1.0% | -14.2% | -13.4% |
| 30D | -17.0% | +2.8% | -19.9% | -17.5% |
| 3M | +17.0% | +5.9% | +11.1% | +15.0% |
| 6M | -2.1% | +17.1% | -19.2% | -6.1% |
| YTD | -21.4% | +43.9% | -65.3% | -27.9% |
| 1Y | -11.0% | +26.9% | -37.9% | -16.4% |
| 3Y | +100.9% | +23.6% | +77.4% | +88.8% |
| 5Y | -14.7% | +178.1% | -192.8% | -31.5% |
| All | +2,941.1% | +121.2% | +2,819.8% | +2,387.6% |
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