+151.9%
SHOP vs ICE
+64.7%
+87.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +1.5% |
| 7D | -2.7% | +1.0% | -3.7% | -3.1% |
| 30D | -11.0% | +11.4% | -22.4% | -16.7% |
| 3M | +0.3% | +16.2% | -15.9% | -8.5% |
| 6M | +37.7% | +12.5% | +25.2% | +28.2% |
| YTD | -5.5% | +8.6% | -14.1% | -9.9% |
| 1Y | -0.2% | +18.4% | -18.6% | -10.0% |
| 3Y | +151.9% | +66.4% | +85.5% | +90.7% |
| All | +151.9% | +64.7% | +87.1% | +90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 3y: compounded portfolio wealth divided by compounded ICE 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…
3y analysis · Full analysis span regression · 6 months rolling