-4.9%
SHOP vs ESI
+27.8%
-32.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -4.6% | +12.0% | +7.9% |
| 7D | -9.0% | -6.6% | -2.5% | -8.2% |
| 30D | -4.4% | -10.9% | +6.5% | -2.9% |
| 3M | +24.1% | -13.8% | +37.9% | +26.3% |
| 6M | +20.0% | -21.5% | +41.5% | +21.3% |
| YTD | -4.9% | +34.7% | -39.6% | -26.5% |
| 1Y | -4.9% | +24.9% | -29.8% | -23.8% |
| All | -4.9% | +27.8% | -32.7% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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