+102.0%
SHOP vs ETHA
-30.2%
+132.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -13.2% | -2.4% | -10.8% | -12.6% |
| 30D | -17.0% | +30.9% | -47.9% | -23.7% |
| 3M | +17.0% | +51.1% | -34.1% | +2.8% |
| 6M | -2.1% | +20.5% | -22.7% | -8.6% |
| YTD | -21.4% | -17.3% | -4.1% | -19.2% |
| 1Y | -11.0% | -43.2% | +32.3% | +0.7% |
| All | +102.0% | -30.2% | +132.2% | +90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 ETHA 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