-2.9%
SHOP vs ESTC
-48.9%
+46.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.2% | +1.4% | +2.3% |
| 7D | -5.4% | -11.5% | +6.1% | +1.3% |
| 30D | -10.3% | -7.5% | -2.8% | -6.6% |
| 3M | +1.0% | +23.1% | -22.1% | -13.1% |
| 6M | +41.2% | +75.3% | -34.1% | -2.0% |
| YTD | -7.5% | +14.1% | -21.6% | -18.8% |
| 1Y | -4.6% | -0.6% | -4.0% | -10.7% |
| 3Y | +146.4% | +20.8% | +125.6% | +63.7% |
| All | -2.9% | -48.9% | +46.0% | -2.3% |
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