-4.9%
SHOP vs ECL
+23.8%
-28.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.4% | +3.9% | +5.6% |
| 7D | -9.0% | +7.7% | -16.8% | -12.1% |
| 30D | -4.4% | +13.7% | -18.1% | -9.9% |
| 3M | +24.1% | +11.6% | +12.6% | +17.8% |
| 6M | +20.0% | +23.9% | -3.9% | +10.2% |
| YTD | -4.9% | +21.0% | -25.9% | -16.1% |
| 1Y | -4.9% | +23.1% | -28.0% | -17.5% |
| All | -4.9% | +23.8% | -28.7% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 1y: compounded portfolio wealth divided by compounded ECL 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…
1y analysis · Full analysis span regression · 6 months rolling