-0.5%
SHOP vs EXE
+66.0%
-66.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.3% | -5.9% | -4.2% |
| 7D | +2.8% | -2.2% | +5.0% | +3.3% |
| 30D | -14.2% | -0.3% | -13.9% | -14.3% |
| 3M | -5.5% | -9.3% | +3.8% | -3.5% |
| 6M | +32.8% | -7.2% | +40.0% | +34.1% |
| YTD | -8.9% | -18.9% | +10.0% | -5.2% |
| 1Y | -7.7% | -21.7% | +14.0% | -3.1% |
| 3Y | +139.0% | +21.0% | +118.0% | +115.0% |
| 5Y | -0.5% | +76.0% | -76.5% | -18.6% |
| All | -0.5% | +66.0% | -66.5% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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