+2,989.4%
SHOP vs ENB
+98.3%
+2,891.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.7% | -4.8% | -5.1% |
| 7D | -10.6% | -0.3% | -10.3% | -10.5% |
| 30D | -18.3% | -1.1% | -17.2% | -18.0% |
| 3M | +14.8% | -8.5% | +23.3% | +18.9% |
| 6M | -5.0% | -4.5% | -0.5% | -4.3% |
| YTD | -21.2% | +9.1% | -30.3% | -26.7% |
| 1Y | -11.6% | +8.0% | -19.6% | -17.5% |
| 3Y | +101.2% | +77.8% | +23.4% | +39.0% |
| 5Y | -15.7% | +69.4% | -85.1% | -38.9% |
| 10Y | +2,989.4% | +100.5% | +2,889.0% | +1,846.0% |
| All | +2,989.4% | +98.3% | +2,891.1% | +1,846.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling