+8,434.7%
SHOP vs ENB
+85.8%
+8,348.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +31.1% |
| 6M | +11.9% | -5.1% | +17.0% | +13.1% |
| YTD | -9.9% | +9.0% | -18.8% | -16.0% |
| 1Y | 0.0% | +8.2% | -8.3% | -6.8% |
| 3Y | +117.5% | +67.8% | +49.7% | +56.0% |
| 5Y | -6.6% | +69.4% | -76.0% | -32.2% |
| 10Y | +3,320.3% | +117.5% | +3,202.8% | +1,998.4% |
| All | +8,434.7% | +85.8% | +8,348.9% | +7,432.8% |
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