+8,659.4%
SHOP vs ES
+112.2%
+8,547.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.9% | +6.5% | +4.3% |
| 7D | -5.4% | +1.9% | -7.3% | -5.9% |
| 30D | -10.3% | +7.1% | -17.4% | -12.0% |
| 3M | +1.0% | -1.9% | +2.9% | +1.3% |
| 6M | +41.2% | +4.4% | +36.9% | +39.0% |
| YTD | -7.5% | +7.3% | -14.8% | -10.0% |
| 1Y | -4.6% | +2.1% | -6.7% | -6.4% |
| 3Y | +146.4% | +41.8% | +104.6% | +113.6% |
| 5Y | -2.5% | +1.4% | -4.0% | -6.4% |
| 10Y | +3,703.6% | +86.8% | +3,616.8% | +3,084.5% |
| All | +8,659.4% | +112.2% | +8,547.2% | +6,902.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling