-14.7%
SHOP vs ET
+241.7%
-256.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.3% |
| 7D | -13.2% | +1.4% | -14.6% | -14.0% |
| 30D | -17.0% | +4.6% | -21.6% | -19.6% |
| 3M | +17.0% | +16.0% | +1.0% | +5.4% |
| 6M | -2.1% | +22.8% | -24.9% | -16.5% |
| YTD | -21.4% | +38.9% | -60.2% | -39.0% |
| 1Y | -11.0% | +34.1% | -45.1% | -29.4% |
| 3Y | +100.9% | +98.8% | +2.1% | +21.4% |
| 5Y | -14.7% | +246.8% | -261.5% | -59.1% |
| All | -14.7% | +241.7% | -256.4% | -59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling