-5.6%
SHOP vs TER
+197.9%
-203.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.5% | -6.0% | -2.9% |
| 7D | -5.1% | +0.6% | -5.7% | -5.4% |
| 30D | +0.6% | -8.3% | +8.9% | +3.3% |
| 3M | +25.0% | -12.2% | +37.2% | +22.0% |
| 6M | +11.9% | +17.1% | -5.2% | -14.0% |
| YTD | -9.9% | +84.7% | -94.5% | -49.9% |
| 1Y | 0.0% | +199.9% | -200.0% | -61.5% |
| 3Y | +117.5% | +232.8% | -115.3% | -34.8% |
| All | -5.6% | +197.9% | -203.5% | -69.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling