-8.3%
SHOP vs ESTC
+0.7%
-9.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -3.7% | -3.9% | -6.1% |
| 7D | -4.1% | -4.3% | +0.2% | -2.4% |
| 30D | -11.5% | +17.7% | -29.2% | -18.9% |
| 3M | +21.1% | +42.3% | -21.2% | +0.8% |
| 6M | +3.0% | +64.6% | -61.6% | -20.4% |
| YTD | -16.7% | +17.2% | -33.9% | -30.7% |
| 1Y | -8.3% | -4.2% | -4.1% | -17.0% |
| All | -8.3% | +0.7% | -9.0% | -17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling