+99.5%
SHOP vs EQH
+100.2%
-0.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +0.7% |
| 7D | -11.2% | +0.7% | -12.0% | -11.6% |
| 30D | -14.4% | +2.8% | -17.2% | -16.2% |
| 3M | +16.6% | +23.1% | -6.5% | -0.6% |
| 6M | -0.6% | +41.4% | -42.0% | -25.6% |
| YTD | -20.0% | +14.3% | -34.3% | -28.7% |
| 1Y | -11.2% | +1.6% | -12.8% | -13.2% |
| 3Y | +99.5% | +102.7% | -3.2% | -1.4% |
| All | +99.5% | +100.2% | -0.7% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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