+8,434.7%
SHOP vs EW
+310.4%
+8,124.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.7% | -0.6% |
| 7D | -5.1% | -0.3% | -4.8% | -4.9% |
| 30D | +0.6% | +1.0% | -0.5% | -0.2% |
| 3M | +25.0% | +2.8% | +22.2% | +22.6% |
| 6M | +11.9% | +5.5% | +6.4% | +8.0% |
| YTD | -9.9% | +5.5% | -15.3% | -13.4% |
| 1Y | 0.0% | +11.0% | -11.1% | -7.3% |
| 3Y | +117.5% | +17.7% | +99.8% | +78.1% |
| 5Y | -6.6% | -25.7% | +19.1% | +5.0% |
| 10Y | +3,320.3% | +132.8% | +3,187.5% | +1,972.8% |
| All | +8,434.7% | +310.4% | +8,124.3% | +5,323.9% |
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