-9.3%
SHOP vs EW
-28.5%
+19.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -3.5% | -4.0% | -5.3% |
| 7D | -4.1% | -4.4% | +0.3% | -1.1% |
| 30D | -11.5% | -3.3% | -8.2% | -9.6% |
| 3M | +21.1% | +1.0% | +20.0% | +19.9% |
| 6M | +3.0% | +6.2% | -3.2% | -1.2% |
| YTD | -16.7% | +1.7% | -18.4% | -18.3% |
| 1Y | -8.3% | +8.1% | -16.4% | -14.0% |
| 3Y | +112.8% | +17.1% | +95.7% | +62.0% |
| 5Y | -9.3% | -29.4% | +20.1% | +11.2% |
| All | -9.3% | -28.5% | +19.2% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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