+8,680.0%
SHOP vs ETR
+354.4%
+8,325.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.6% | +1.7% |
| 7D | -2.5% | +0.1% | -2.5% | -2.5% |
| 30D | -16.7% | +7.7% | -24.4% | -18.4% |
| 3M | -2.2% | +5.7% | -7.9% | -3.8% |
| 6M | +45.6% | -0.3% | +45.8% | +44.8% |
| YTD | -7.3% | +23.4% | -30.6% | -14.8% |
| 1Y | -6.1% | +18.5% | -24.6% | -12.4% |
| 3Y | +143.3% | +155.6% | -12.2% | +72.4% |
| 5Y | +0.2% | +158.7% | -158.5% | -30.2% |
| 10Y | +3,663.5% | +377.8% | +3,285.7% | +2,158.0% |
| All | +8,680.0% | +354.4% | +8,325.6% | +5,109.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling