-2.9%
SHOP vs EW
-14.5%
+11.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.3% | +2.3% | +2.7% |
| 7D | -5.4% | +11.0% | -16.5% | -11.8% |
| 30D | -10.3% | +19.1% | -29.4% | -20.2% |
| 3M | +1.0% | +14.4% | -13.4% | -7.8% |
| 6M | +41.2% | +22.8% | +18.5% | +22.6% |
| YTD | -7.5% | +19.8% | -27.3% | -18.7% |
| 1Y | -4.6% | +23.9% | -28.5% | -18.1% |
| 3Y | +146.4% | +52.2% | +94.2% | +50.3% |
| All | -2.9% | -14.5% | +11.5% | +8.7% |
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