-11.6%
SHOP vs TER
+223.1%
-234.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +3.1% | -8.6% | -5.5% |
| 7D | -10.6% | +12.4% | -23.0% | -10.9% |
| 30D | -18.3% | +5.1% | -23.4% | -18.5% |
| 3M | +14.8% | +4.0% | +10.9% | +12.7% |
| 6M | -5.0% | +29.5% | -34.6% | -12.8% |
| YTD | -21.2% | +98.5% | -119.7% | -36.2% |
| 1Y | -11.6% | +234.1% | -245.7% | -36.4% |
| All | -11.6% | +223.1% | -234.7% | -36.4% |
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 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