-4.9%
SHOP vs ENB
+9.4%
-14.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.3% | +7.7% | +7.0% |
| 7D | -9.0% | +0.5% | -9.5% | -8.6% |
| 30D | -4.4% | +6.0% | -10.4% | +0.9% |
| 3M | +24.1% | -7.4% | +31.5% | +16.3% |
| 6M | +20.0% | -8.5% | +28.5% | +12.1% |
| YTD | -4.9% | +6.1% | -11.0% | +0.9% |
| 1Y | -4.9% | +9.4% | -14.3% | +3.7% |
| All | -4.9% | +9.4% | -14.3% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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