-2.2%
SHOP vs ENB
+51.1%
-53.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +1.6% |
| 7D | -2.7% | -3.7% | +1.0% | -0.9% |
| 30D | -11.0% | +1.7% | -12.7% | -11.9% |
| 3M | +0.3% | -6.3% | +6.6% | +3.2% |
| 6M | +37.7% | -9.2% | +46.9% | +41.7% |
| YTD | -5.5% | +3.1% | -8.6% | -12.5% |
| 1Y | -0.2% | +3.4% | -3.6% | -8.0% |
| 3Y | +151.9% | +68.9% | +83.0% | +40.5% |
| 5Y | -2.2% | +51.7% | -53.9% | -35.4% |
| All | -2.2% | +51.1% | -53.3% | -35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling