-12.8%
SHOP vs EQT
+192.5%
-205.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.1% |
| 7D | -11.2% | -2.0% | -9.2% | -10.8% |
| 30D | -14.4% | 0.0% | -14.4% | -14.4% |
| 3M | +16.6% | +5.9% | +10.6% | +14.4% |
| 6M | -0.6% | -14.8% | +14.2% | +2.8% |
| YTD | -20.0% | +1.8% | -21.8% | -21.5% |
| 1Y | -11.2% | +7.4% | -18.6% | -14.6% |
| 3Y | +99.5% | +33.6% | +65.9% | +78.6% |
| All | -12.8% | +192.5% | -205.3% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 EQT 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