+96.1%
SHOP vs EOSE
+44.0%
+52.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.7% | +0.1% |
| 7D | -13.2% | +14.0% | -27.2% | -14.1% |
| 30D | -17.0% | -5.9% | -11.1% | -17.0% |
| 3M | +17.0% | -34.3% | +51.3% | +19.3% |
| 6M | -2.1% | -37.8% | +35.6% | -0.9% |
| YTD | -21.4% | -65.2% | +43.8% | -18.0% |
| 1Y | -11.0% | -41.9% | +31.0% | -11.8% |
| All | +96.1% | +44.0% | +52.1% | +82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 3y: compounded portfolio wealth divided by compounded EOSE 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…
3y analysis · Full analysis span regression · 6 months rolling