-11.2%
SHOP vs ETHA
-42.6%
+31.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.2% | -1.5% | +0.8% |
| 7D | -11.2% | +3.5% | -14.7% | -12.1% |
| 30D | -14.4% | +35.3% | -49.7% | -22.2% |
| 3M | +16.6% | +50.9% | -34.3% | +2.3% |
| 6M | -0.6% | +22.1% | -22.7% | -7.6% |
| YTD | -20.0% | -14.6% | -5.4% | -18.7% |
| 1Y | -11.2% | -42.8% | +31.6% | +1.0% |
| All | -11.2% | -42.6% | +31.4% | +1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling