-2.9%
SHOP vs ESI
+28.5%
-31.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.9% | +1.7% | +2.3% |
| 7D | -5.4% | -8.5% | +3.1% | -0.2% |
| 30D | -10.3% | -15.7% | +5.3% | -0.5% |
| 3M | +1.0% | -18.2% | +19.2% | +13.2% |
| 6M | +41.2% | -28.8% | +70.1% | +65.7% |
| YTD | -7.5% | +26.3% | -33.8% | -37.5% |
| 1Y | -4.6% | +18.2% | -22.8% | -31.9% |
| 3Y | +146.4% | +68.1% | +78.3% | +15.3% |
| All | -2.9% | +28.5% | -31.4% | -42.4% |
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 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