-4.9%
SHOP vs TER
+42.7%
-47.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -6.8% | +14.2% | +7.3% |
| 7D | -9.0% | -19.9% | +10.8% | -9.1% |
| 30D | -4.4% | -43.5% | +39.1% | -4.8% |
| 3M | +24.1% | -37.8% | +61.9% | +23.9% |
| 6M | +20.0% | -25.6% | +45.5% | +16.0% |
| YTD | -4.9% | +29.8% | -34.8% | -25.5% |
| 1Y | -4.9% | +43.2% | -48.1% | -30.1% |
| All | -4.9% | +42.7% | -47.6% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 1y: compounded portfolio wealth divided by compounded TER 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…
1y analysis · Full analysis span regression · 6 months rolling