+3,647.2%
SHOP vs ECL
+205.6%
+3,441.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.0% | +0.1% | +0.7% |
| 7D | -2.7% | -0.5% | -2.1% | -2.1% |
| 30D | -11.0% | +8.8% | -19.8% | -16.0% |
| 3M | +0.3% | +7.8% | -7.5% | -4.7% |
| 6M | +37.7% | +21.3% | +16.4% | +20.5% |
| YTD | -5.5% | +17.8% | -23.3% | -16.5% |
| 1Y | -0.2% | +21.1% | -21.3% | -13.5% |
| 3Y | +151.9% | +80.1% | +71.8% | +62.0% |
| 5Y | -2.2% | +40.5% | -42.7% | -27.7% |
| 10Y | +3,647.2% | +197.7% | +3,449.4% | +1,742.1% |
| All | +3,647.2% | +205.6% | +3,441.6% | +1,742.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling