+7,788.2%
SHOP vs ETN
+647.6%
+7,140.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +2.7% | -10.3% | -9.0% |
| 7D | -4.1% | +8.0% | -12.1% | -8.0% |
| 30D | -11.5% | -5.9% | -5.6% | -9.2% |
| 3M | +21.1% | +5.0% | +16.1% | +14.5% |
| 6M | +3.0% | +22.4% | -19.4% | -12.6% |
| YTD | -16.7% | +33.6% | -50.3% | -33.6% |
| 1Y | -8.3% | +22.1% | -30.4% | -22.9% |
| 3Y | +112.8% | +85.6% | +27.2% | +40.5% |
| 5Y | -9.3% | +179.2% | -188.5% | -52.0% |
| 10Y | +3,003.4% | +687.3% | +2,316.1% | +849.9% |
| All | +7,788.2% | +647.6% | +7,140.7% | +2,774.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling