+925.1%
SHOP vs ESTC
+24.7%
+900.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | -2.5% | -2.6% | +0.2% | -0.9% |
| 30D | -16.7% | -8.6% | -8.1% | -12.7% |
| 3M | -2.2% | +14.4% | -16.6% | -11.9% |
| 6M | +45.6% | +73.3% | -27.7% | +2.4% |
| YTD | -7.3% | +15.7% | -23.0% | -19.0% |
| 1Y | -6.1% | -7.6% | +1.5% | -8.0% |
| 3Y | +143.3% | +14.6% | +128.8% | +76.1% |
| 5Y | +0.2% | -50.0% | +50.2% | +11.4% |
| All | +925.1% | +24.7% | +900.4% | +507.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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