+3,772.8%
SHOP vs TER
+1,060.7%
+2,712.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.3% |
| 7D | +2.1% | +24.0% | -21.9% | -7.8% |
| 30D | -16.8% | -30.6% | +13.8% | -3.8% |
| 3M | -2.4% | -34.5% | +32.1% | +13.0% |
| 6M | +47.0% | -26.4% | +73.4% | +45.4% |
| YTD | -8.8% | +36.4% | -45.2% | -43.2% |
| 1Y | -6.3% | +47.4% | -53.7% | -44.5% |
| 3Y | +139.3% | +202.6% | -63.3% | -23.0% |
| 5Y | -12.1% | +83.9% | -96.0% | -60.5% |
| All | +3,772.8% | +1,060.7% | +2,712.2% | +418.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling