+2,989.4%
SHOP vs ESI
+308.3%
+2,681.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.2% | -4.3% | -4.9% |
| 7D | -10.6% | +3.9% | -14.6% | -12.4% |
| 30D | -18.3% | -3.8% | -14.5% | -16.9% |
| 3M | +14.8% | -13.1% | +28.0% | +19.9% |
| 6M | -5.0% | +11.3% | -16.4% | -15.7% |
| YTD | -21.2% | +44.1% | -65.3% | -39.9% |
| 1Y | -11.6% | +40.3% | -51.9% | -31.6% |
| 3Y | +101.2% | +84.1% | +17.2% | +34.6% |
| 5Y | -15.7% | +75.8% | -91.5% | -41.2% |
| 10Y | +2,989.4% | +320.7% | +2,668.7% | +1,423.9% |
| All | +2,989.4% | +308.3% | +2,681.1% | +1,423.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling