-11.2%
SHOP vs TER
+71.7%
-82.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.4% | +5.6% | +2.3% |
| 7D | -1.2% | +14.4% | -15.6% | -6.7% |
| 30D | -14.7% | -30.6% | +15.8% | -3.2% |
| 3M | -7.2% | -39.2% | +32.0% | +8.7% |
| 6M | +54.2% | -31.3% | +85.5% | +56.0% |
| YTD | -8.6% | +29.1% | -37.7% | -43.3% |
| 1Y | +0.5% | +47.4% | -46.9% | -43.1% |
| 3Y | +135.9% | +191.2% | -55.3% | -36.6% |
| All | -11.2% | +71.7% | -82.9% | -65.2% |
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