-1.8%
SHOP vs ENB
+69.7%
-71.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.1% |
| 7D | -5.1% | -0.2% | -4.9% | -5.0% |
| 30D | +0.6% | -2.2% | +2.8% | +1.6% |
| 3M | +25.0% | -10.5% | +35.5% | +31.7% |
| 6M | +11.9% | -5.1% | +17.0% | +12.7% |
| YTD | -9.9% | +9.0% | -18.8% | -18.4% |
| 1Y | 0.0% | +8.2% | -8.3% | -9.5% |
| 3Y | +117.5% | +67.8% | +49.7% | +27.3% |
| All | -1.8% | +69.7% | -71.5% | -41.3% |
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