-11.2%
SHOP vs ESTC
-52.1%
+40.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.8% |
| 7D | -1.2% | +2.4% | -3.6% | -2.6% |
| 30D | -14.7% | -4.2% | -10.5% | -12.9% |
| 3M | -7.2% | +2.5% | -9.7% | -10.9% |
| 6M | +54.2% | +81.5% | -27.3% | +4.8% |
| YTD | -8.6% | +16.8% | -25.5% | -20.9% |
| 1Y | +0.5% | -3.5% | +4.0% | -4.2% |
| 3Y | +135.9% | +17.7% | +118.2% | +61.3% |
| All | -11.2% | -52.1% | +40.9% | -18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling