+46.6%
SHOP vs EOSE
-57.1%
+103.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +10.8% | -18.4% | -8.7% |
| 7D | -4.1% | +41.4% | -45.5% | -8.0% |
| 30D | -11.5% | +3.6% | -15.1% | -12.4% |
| 3M | +21.1% | -35.7% | +56.8% | +24.9% |
| 6M | +3.0% | -29.9% | +32.8% | +3.2% |
| YTD | -16.7% | -62.5% | +45.8% | -12.4% |
| 1Y | -8.3% | -37.4% | +29.1% | -11.1% |
| 3Y | +112.8% | +55.8% | +57.0% | +63.2% |
| 5Y | -9.3% | -67.8% | +58.6% | -34.4% |
| All | +46.6% | -57.1% | +103.7% | +1.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling