+7,788.2%
SHOP vs ET
+58.8%
+7,729.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | 0.0% | -7.6% | -7.6% |
| 7D | -4.1% | +0.4% | -4.5% | -4.2% |
| 30D | -11.5% | +6.9% | -18.4% | -12.9% |
| 3M | +21.1% | +13.1% | +8.0% | +17.4% |
| 6M | +3.0% | +18.7% | -15.7% | -1.5% |
| YTD | -16.7% | +37.4% | -54.1% | -23.2% |
| 1Y | -8.3% | +34.8% | -43.1% | -15.1% |
| 3Y | +112.8% | +96.8% | +16.0% | +83.2% |
| 5Y | -9.3% | +238.2% | -247.5% | -29.1% |
| 10Y | +3,003.4% | +159.4% | +2,844.0% | +2,320.8% |
| All | +7,788.2% | +58.8% | +7,729.5% | +8,787.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling