-11.2%
SHOP vs EOG
+28.1%
-39.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | -11.2% | +1.5% | -12.7% | -10.4% |
| 30D | -14.4% | +2.9% | -17.3% | -12.6% |
| 3M | +16.6% | +8.7% | +7.9% | +22.4% |
| 6M | -0.6% | +12.9% | -13.5% | +6.1% |
| YTD | -20.0% | +43.8% | -63.8% | -7.3% |
| 1Y | -11.2% | +27.1% | -38.3% | -3.3% |
| All | -11.2% | +28.1% | -39.2% | -3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling