-4.9%
SHOP vs ETN
-1.0%
-3.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -9.9% | +17.2% | +6.8% |
| 7D | -9.0% | -10.1% | +1.1% | -9.3% |
| 30D | -4.4% | -18.4% | +14.0% | -4.8% |
| 3M | +24.1% | -20.4% | +44.5% | +23.4% |
| 6M | +20.0% | -16.0% | +36.0% | +20.6% |
| YTD | -4.9% | +11.8% | -16.7% | -15.5% |
| 1Y | -4.9% | -5.5% | +0.6% | -3.8% |
| All | -4.9% | -1.0% | -3.9% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 ETN 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