0.0%
SHOP vs ET
+31.4%
-31.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.4% |
| 7D | -5.1% | +0.9% | -6.0% | -4.6% |
| 30D | +0.6% | +7.5% | -6.9% | +4.6% |
| 3M | +25.0% | +11.4% | +13.6% | +32.6% |
| 6M | +11.9% | +18.5% | -6.6% | +20.3% |
| YTD | -9.9% | +37.4% | -47.2% | -1.7% |
| 1Y | 0.0% | +30.9% | -31.0% | +0.5% |
| All | 0.0% | +31.4% | -31.4% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 1y: compounded portfolio wealth divided by compounded ET 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…
1y analysis · Full analysis span regression · 6 months rolling