+8,524.1%
SHOP vs ENB
+77.2%
+8,446.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.8% | -4.3% | -4.0% |
| 7D | +2.8% | -2.4% | +5.2% | +4.0% |
| 30D | -14.2% | +2.5% | -16.7% | -15.4% |
| 3M | -5.5% | -5.8% | +0.3% | -3.2% |
| 6M | +32.8% | -8.5% | +41.3% | +36.6% |
| YTD | -8.9% | +3.9% | -12.8% | -13.4% |
| 1Y | -7.7% | +3.7% | -11.4% | -12.4% |
| 3Y | +139.0% | +70.1% | +69.0% | +68.8% |
| 5Y | -0.5% | +53.2% | -53.7% | -24.3% |
| 10Y | +3,557.0% | +100.2% | +3,456.8% | +2,240.4% |
| All | +8,524.1% | +77.2% | +8,446.9% | +7,665.8% |
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