+767.1%
SHOP vs EQH
+226.9%
+540.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.1% | -5.5% | -5.5% |
| 7D | -10.6% | +1.1% | -11.7% | -11.1% |
| 30D | -18.3% | -1.1% | -17.2% | -17.8% |
| 3M | +14.8% | +25.0% | -10.2% | +2.1% |
| 6M | -5.0% | +33.9% | -38.9% | -19.4% |
| YTD | -21.2% | +11.6% | -32.8% | -26.3% |
| 1Y | -11.6% | +1.5% | -13.1% | -13.5% |
| 3Y | +101.2% | +96.7% | +4.5% | +45.6% |
| 5Y | -15.7% | +93.9% | -109.6% | -37.5% |
| All | +767.1% | +226.9% | +540.2% | +365.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling