+2,945.6%
SHOP vs ETR
+303.8%
+2,641.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.3% | -4.2% | -5.1% |
| 7D | -10.6% | +0.4% | -11.0% | -10.7% |
| 30D | -18.3% | +2.0% | -20.3% | -18.8% |
| 3M | +14.8% | -1.7% | +16.5% | +14.9% |
| 6M | -5.0% | +3.6% | -8.6% | -7.3% |
| YTD | -21.2% | +18.0% | -39.3% | -26.8% |
| 1Y | -11.6% | +26.2% | -37.8% | -19.6% |
| 3Y | +101.2% | +148.0% | -46.8% | +42.8% |
| 5Y | -15.7% | +126.1% | -141.8% | -38.9% |
| All | +2,945.6% | +303.8% | +2,641.9% | +1,969.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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