+8,680.0%
SHOP vs ENB
+77.8%
+8,602.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | -2.5% | -1.8% | -0.7% | -1.6% |
| 30D | -16.7% | +2.0% | -18.8% | -17.7% |
| 3M | -2.2% | -5.8% | +3.6% | +0.3% |
| 6M | +45.6% | -9.7% | +55.2% | +50.9% |
| YTD | -7.3% | +4.2% | -11.5% | -12.0% |
| 1Y | -6.1% | +3.2% | -9.3% | -10.6% |
| 3Y | +143.3% | +70.6% | +72.7% | +71.6% |
| 5Y | +0.2% | +55.1% | -55.0% | -24.2% |
| 10Y | +3,663.5% | +107.6% | +3,555.9% | +2,264.4% |
| All | +8,680.0% | +77.8% | +8,602.2% | +7,794.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling