+2,993.7%
SHOP vs ETN
+730.7%
+2,263.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.0% | -2.2% | -0.3% |
| 7D | -11.2% | +3.5% | -14.8% | -12.9% |
| 30D | -14.4% | -7.5% | -6.9% | -11.2% |
| 3M | +16.6% | +8.3% | +8.3% | +8.6% |
| 6M | -0.6% | +20.2% | -20.7% | -14.6% |
| YTD | -20.0% | +34.7% | -54.7% | -36.5% |
| 1Y | -11.2% | +19.4% | -30.6% | -24.3% |
| 3Y | +99.5% | +85.5% | +14.0% | +31.4% |
| 5Y | -13.2% | +186.6% | -199.8% | -54.8% |
| All | +2,993.7% | +730.7% | +2,263.0% | +920.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling