-7.7%
SHOP vs ES
-0.1%
-7.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.8% | -3.5% |
| 7D | +2.8% | +0.9% | +2.0% | +2.9% |
| 30D | -14.2% | +5.9% | -20.1% | -13.3% |
| 3M | -5.5% | -1.0% | -4.5% | -5.6% |
| 6M | +32.8% | +7.2% | +25.6% | +35.7% |
| YTD | -8.9% | +7.0% | -15.9% | -7.0% |
| 1Y | -7.7% | +0.5% | -8.2% | -6.6% |
| All | -7.7% | -0.1% | -7.6% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1y: compounded portfolio wealth divided by compounded ES 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…
1y analysis · Full analysis span regression · 6 months rolling