+2,993.7%
SHOP vs ET
+177.0%
+2,816.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.6% | +2.0% |
| 7D | -11.2% | +0.2% | -11.5% | -11.3% |
| 30D | -14.4% | +2.9% | -17.2% | -15.3% |
| 3M | +16.6% | +16.8% | -0.2% | +10.4% |
| 6M | -0.6% | +18.9% | -19.4% | -6.9% |
| YTD | -20.0% | +37.7% | -57.7% | -28.9% |
| 1Y | -11.2% | +32.4% | -43.6% | -20.1% |
| 3Y | +99.5% | +99.5% | 0.0% | +59.8% |
| 5Y | -13.2% | +244.0% | -257.2% | -39.2% |
| All | +2,993.7% | +177.0% | +2,816.7% | +2,271.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling