+3,781.0%
SHOP vs ESI
+318.1%
+3,462.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.6% |
| 7D | -1.2% | +5.5% | -6.7% | -3.9% |
| 30D | -14.7% | -7.8% | -7.0% | -11.8% |
| 3M | -7.2% | -15.0% | +7.8% | -0.6% |
| 6M | +54.2% | -24.9% | +79.1% | +70.8% |
| YTD | -8.6% | +33.2% | -41.8% | -29.0% |
| 1Y | +0.5% | +24.9% | -24.4% | -19.2% |
| 3Y | +135.9% | +77.8% | +58.2% | +55.5% |
| 5Y | -11.9% | +37.1% | -49.0% | -33.7% |
| All | +3,781.0% | +318.1% | +3,462.9% | +1,522.4% |
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