-6.3%
SHOP vs ECL
+17.4%
-23.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.5% | -1.1% |
| 7D | +2.1% | -0.5% | +2.6% | +2.3% |
| 30D | -16.8% | +6.6% | -23.4% | -18.9% |
| 3M | -2.4% | +9.6% | -12.0% | -6.2% |
| 6M | +47.0% | +21.6% | +25.4% | +38.1% |
| YTD | -8.8% | +16.9% | -25.7% | -17.4% |
| 1Y | -6.3% | +17.9% | -24.1% | -15.6% |
| All | -6.3% | +17.4% | -23.7% | -15.6% |
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