+820.1%
SHOP vs EQX
+226.7%
+593.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.1% | +4.9% | +0.8% |
| 7D | -13.2% | -7.0% | -6.2% | -12.1% |
| 30D | -17.0% | +4.8% | -21.9% | -17.9% |
| 3M | +17.0% | +25.6% | -8.6% | +11.8% |
| 6M | -2.1% | -25.8% | +23.7% | +1.8% |
| YTD | -21.4% | -12.7% | -8.6% | -21.2% |
| 1Y | -11.0% | +14.1% | -25.0% | -15.2% |
| 3Y | +100.9% | +165.7% | -64.8% | +56.5% |
| 5Y | -14.7% | +81.2% | -95.9% | -32.6% |
| All | +820.1% | +226.7% | +593.4% | +786.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling