+7,788.2%
SHOP vs EOG
+124.0%
+7,664.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +0.1% | -7.7% | -7.6% |
| 7D | -4.1% | -2.0% | -2.1% | -3.7% |
| 30D | -11.5% | +7.9% | -19.4% | -13.0% |
| 3M | +21.1% | +4.5% | +16.6% | +19.0% |
| 6M | +3.0% | +12.3% | -9.3% | -0.9% |
| YTD | -16.7% | +41.9% | -58.6% | -24.3% |
| 1Y | -8.3% | +27.8% | -36.1% | -14.8% |
| 3Y | +112.8% | +21.8% | +91.0% | +98.9% |
| 5Y | -9.3% | +174.0% | -183.3% | -30.1% |
| 10Y | +3,003.4% | +110.4% | +2,893.1% | +2,228.6% |
| All | +7,788.2% | +124.0% | +7,664.3% | +7,297.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling