+112.8%
SHOP vs ICE
+41.9%
+70.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.2% | -5.4% | -6.2% |
| 7D | -4.1% | -1.2% | -2.9% | -3.3% |
| 30D | -11.5% | +5.0% | -16.5% | -14.0% |
| 3M | +21.1% | +13.9% | +7.2% | +11.7% |
| 6M | +3.0% | -4.4% | +7.4% | +6.5% |
| YTD | -16.7% | -1.9% | -14.8% | -15.4% |
| 1Y | -8.3% | -8.1% | -0.2% | -2.7% |
| 3Y | +112.8% | +42.5% | +70.3% | +78.5% |
| All | +112.8% | +41.9% | +70.9% | +78.5% |
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