-11.2%
SHOP vs EOG
+112.7%
-123.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | 0.0% |
| 7D | -1.2% | +7.6% | -8.8% | -2.3% |
| 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% | +47.5% |
| YTD | -8.6% | +55.6% | -64.2% | -19.6% |
| 1Y | +0.5% | +49.5% | -49.0% | -10.7% |
| 3Y | +135.9% | +43.2% | +92.8% | +111.2% |
| All | -11.2% | +112.7% | -123.9% | -25.8% |
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