-12.8%
SHOP vs EOSE
-70.0%
+57.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.8% |
| 7D | -11.2% | +1.8% | -13.0% | -11.6% |
| 30D | -14.4% | -6.8% | -7.5% | -14.2% |
| 3M | +16.6% | -36.3% | +52.9% | +20.5% |
| 6M | -0.6% | -38.8% | +38.2% | +1.3% |
| YTD | -20.0% | -65.5% | +45.5% | -14.8% |
| 1Y | -11.2% | -45.3% | +34.1% | -12.8% |
| 3Y | +99.5% | +44.2% | +55.3% | +51.3% |
| All | -12.8% | -70.0% | +57.2% | -28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling