-5.6%
SHOP vs ECL
+31.2%
-36.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.7% | -0.6% |
| 7D | -5.1% | -2.6% | -2.5% | -2.7% |
| 30D | +0.6% | -2.2% | +2.8% | +2.5% |
| 3M | +25.0% | +10.1% | +14.9% | +13.8% |
| 6M | +11.9% | -5.7% | +17.6% | +17.1% |
| YTD | -9.9% | +7.0% | -16.8% | -17.5% |
| 1Y | 0.0% | +2.7% | -2.7% | -5.3% |
| 3Y | +117.5% | +57.7% | +59.8% | +22.0% |
| All | -5.6% | +31.2% | -36.8% | -41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling