-9.3%
SHOP vs ESI
+77.4%
-86.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +0.6% | -8.1% | -8.0% |
| 7D | -4.1% | +5.4% | -9.5% | -7.5% |
| 30D | -11.5% | -4.2% | -7.3% | -9.3% |
| 3M | +21.1% | -9.6% | +30.7% | +23.8% |
| 6M | +3.0% | +18.3% | -15.3% | -19.8% |
| YTD | -16.7% | +45.8% | -62.5% | -46.9% |
| 1Y | -8.3% | +39.2% | -47.4% | -39.5% |
| 3Y | +112.8% | +86.3% | +26.6% | +1.1% |
| 5Y | -9.3% | +76.2% | -85.5% | -52.6% |
| All | -9.3% | +77.4% | -86.7% | -52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling