+8,534.1%
SHOP vs ETR
+354.2%
+8,179.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.6% | -1.7% |
| 7D | +2.1% | +1.5% | +0.6% | +1.7% |
| 30D | -16.8% | +6.6% | -23.5% | -18.3% |
| 3M | -2.4% | +4.4% | -6.8% | -3.7% |
| 6M | +47.0% | -0.3% | +47.3% | +46.2% |
| YTD | -8.8% | +23.3% | -32.1% | -16.2% |
| 1Y | -6.3% | +18.9% | -25.1% | -12.7% |
| 3Y | +139.3% | +155.5% | -16.2% | +69.5% |
| 5Y | -12.1% | +159.9% | -172.0% | -38.8% |
| 10Y | +3,601.0% | +377.6% | +3,223.4% | +2,120.7% |
| All | +8,534.1% | +354.2% | +8,179.9% | +5,023.6% |
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