-15.7%
SHOP vs ICE
+39.3%
-55.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.8% | -4.7% | -4.6% |
| 7D | -10.6% | -0.9% | -9.8% | -9.7% |
| 30D | -18.3% | +4.0% | -22.3% | -21.5% |
| 3M | +14.8% | +11.0% | +3.9% | +2.1% |
| 6M | -5.0% | -5.0% | -0.1% | -0.2% |
| YTD | -21.2% | -2.7% | -18.5% | -20.2% |
| 1Y | -11.6% | -8.6% | -3.0% | -4.1% |
| 3Y | +101.2% | +41.4% | +59.9% | +15.5% |
| 5Y | -15.7% | +39.9% | -55.6% | -48.0% |
| All | -15.7% | +39.3% | -55.0% | -48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling