+139.0%
SHOP vs ES
+46.6%
+92.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.8% | -3.6% |
| 7D | +2.8% | +0.9% | +2.0% | +2.8% |
| 30D | -14.2% | +5.9% | -20.1% | -14.3% |
| 3M | -5.5% | -1.0% | -4.5% | -5.5% |
| 6M | +32.8% | +7.2% | +25.6% | +32.6% |
| YTD | -8.9% | +7.0% | -15.9% | -9.2% |
| 1Y | -7.7% | +0.5% | -8.2% | -8.0% |
| 3Y | +139.0% | +48.7% | +90.4% | +110.6% |
| All | +139.0% | +46.6% | +92.5% | +110.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling