+99.5%
SHOP vs EQX
+168.9%
-69.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.5% |
| 7D | -11.2% | -3.2% | -8.0% | -10.8% |
| 30D | -14.4% | +7.8% | -22.1% | -15.4% |
| 3M | +16.6% | +21.3% | -4.8% | +12.9% |
| 6M | -0.6% | -22.4% | +21.9% | +1.2% |
| YTD | -20.0% | -11.3% | -8.7% | -20.2% |
| 1Y | -11.2% | +13.5% | -24.7% | -14.0% |
| 3Y | +99.5% | +162.1% | -62.7% | +73.5% |
| All | +99.5% | +168.9% | -69.4% | +73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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