+8,659.4%
SHOP vs ECL
+194.0%
+8,465.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.7% | +5.3% | +4.8% |
| 7D | -5.4% | -0.8% | -4.7% | -4.8% |
| 30D | -10.3% | +8.1% | -18.4% | -15.0% |
| 3M | +1.0% | +6.4% | -5.4% | -3.2% |
| 6M | +41.2% | +14.8% | +26.5% | +28.0% |
| YTD | -7.5% | +15.5% | -23.0% | -17.2% |
| 1Y | -4.6% | +20.1% | -24.7% | -17.0% |
| 3Y | +146.4% | +77.8% | +68.7% | +59.2% |
| 5Y | -2.5% | +37.9% | -40.4% | -26.1% |
| 10Y | +3,703.6% | +202.7% | +3,500.9% | +1,501.1% |
| All | +8,659.4% | +194.0% | +8,465.4% | +3,737.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling