+96.4%
SHOP vs ET
+97.4%
-1.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.8% | -6.2% | -5.9% |
| 7D | -10.6% | +0.6% | -11.3% | -11.0% |
| 30D | -18.3% | +5.3% | -23.6% | -21.0% |
| 3M | +14.8% | +15.6% | -0.8% | +4.1% |
| 6M | -5.0% | +20.6% | -25.6% | -17.9% |
| YTD | -21.2% | +38.5% | -59.8% | -39.6% |
| 1Y | -11.6% | +35.7% | -47.3% | -31.4% |
| All | +96.4% | +97.4% | -1.0% | -1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling