-10.8%
SHOP vs ETR
+26.4%
-37.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.3% | -4.2% | -6.0% |
| 7D | -10.6% | +0.4% | -11.0% | -10.5% |
| 30D | -18.3% | +2.0% | -20.3% | -17.5% |
| 3M | +14.8% | -1.7% | +16.5% | +14.2% |
| 6M | -5.0% | +3.6% | -8.6% | -6.5% |
| YTD | -21.2% | +18.0% | -39.3% | -26.4% |
| All | -10.8% | +26.4% | -37.2% | -19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling