+8,659.4%
SHOP vs EW
+366.3%
+8,293.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.3% | +2.3% | +2.8% |
| 7D | -5.4% | +11.0% | -16.5% | -11.3% |
| 30D | -10.3% | +19.1% | -29.4% | -19.3% |
| 3M | +1.0% | +14.4% | -13.4% | -7.0% |
| 6M | +41.2% | +22.8% | +18.5% | +24.2% |
| YTD | -7.5% | +19.8% | -27.3% | -17.8% |
| 1Y | -4.6% | +23.9% | -28.5% | -16.9% |
| 3Y | +146.4% | +52.2% | +94.2% | +70.5% |
| 5Y | -2.5% | -13.9% | +11.4% | +0.6% |
| 10Y | +3,703.6% | +241.9% | +3,461.7% | +1,848.3% |
| All | +8,659.4% | +366.3% | +8,293.1% | +5,051.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling