-11.6%
SHOP vs ESI
+38.0%
-49.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.2% | -4.3% | -5.2% |
| 7D | -10.6% | +3.9% | -14.6% | -11.3% |
| 30D | -18.3% | -3.8% | -14.5% | -17.7% |
| 3M | +14.8% | -13.1% | +28.0% | +16.1% |
| 6M | -5.0% | +11.3% | -16.4% | -17.7% |
| YTD | -21.2% | +44.1% | -65.3% | -42.5% |
| 1Y | -11.6% | +40.3% | -51.9% | -33.5% |
| All | -11.6% | +38.0% | -49.6% | -33.5% |
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