-15.7%
SHOP vs EOG
+179.2%
-194.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.1% | -6.6% | -5.6% |
| 7D | -10.6% | -1.3% | -9.3% | -10.5% |
| 30D | -18.3% | +3.4% | -21.7% | -18.8% |
| 3M | +14.8% | +7.8% | +7.0% | +12.3% |
| 6M | -5.0% | +13.4% | -18.4% | -8.8% |
| YTD | -21.2% | +43.5% | -64.7% | -29.3% |
| 1Y | -11.6% | +29.7% | -41.3% | -18.5% |
| 3Y | +101.2% | +23.2% | +78.0% | +86.2% |
| 5Y | -15.7% | +176.4% | -192.1% | -29.9% |
| All | -15.7% | +179.2% | -194.9% | -29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling