-11.6%
SHOP vs ENB
+8.3%
-19.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.7% | -4.8% | -6.0% |
| 7D | -10.6% | -0.3% | -10.3% | -10.9% |
| 30D | -18.3% | -1.1% | -17.2% | -18.9% |
| 3M | +14.8% | -8.5% | +23.3% | +7.8% |
| 6M | -5.0% | -4.5% | -0.5% | -7.8% |
| YTD | -21.2% | +9.1% | -30.3% | -16.6% |
| 1Y | -11.6% | +8.0% | -19.6% | -5.2% |
| All | -11.6% | +8.3% | -19.9% | -5.2% |
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