-5.6%
SHOP vs ESTC
-46.4%
+40.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +4.0% | +2.0% |
| 7D | -5.1% | -8.1% | +3.0% | -0.6% |
| 30D | +0.6% | +31.7% | -31.1% | -16.4% |
| 3M | +25.0% | +41.1% | -16.0% | -0.6% |
| 6M | +11.9% | +77.1% | -65.2% | -22.5% |
| YTD | -9.9% | +21.7% | -31.6% | -23.4% |
| 1Y | 0.0% | +8.4% | -8.4% | -11.5% |
| 3Y | +117.5% | +23.6% | +93.9% | +42.2% |
| All | -5.6% | -46.4% | +40.8% | -4.8% |
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