-6.3%
SHOP vs TER
+16.1%
-22.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.6% | +1.0% | +3.6% |
| 7D | -5.4% | -20.5% | +15.0% | -5.5% |
| 30D | -10.3% | -47.0% | +36.7% | -10.7% |
| 3M | +1.0% | -43.3% | +44.3% | +0.7% |
| 6M | +41.2% | -42.9% | +84.1% | +39.1% |
| YTD | -7.5% | +12.9% | -20.4% | -26.9% |
| All | -6.3% | +16.1% | -22.3% | -28.6% |
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