-2.9%
SHOP vs TER
+53.6%
-56.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.6% | +1.0% | +2.6% |
| 7D | -5.4% | -20.5% | +15.0% | +2.7% |
| 30D | -10.3% | -47.0% | +36.7% | +13.8% |
| 3M | +1.0% | -43.3% | +44.3% | +21.7% |
| 6M | +41.2% | -42.9% | +84.1% | +54.6% |
| YTD | -7.5% | +12.9% | -20.4% | -39.3% |
| 1Y | -4.6% | +18.2% | -22.7% | -39.5% |
| 3Y | +146.4% | +151.8% | -5.4% | -29.7% |
| All | -2.9% | +53.6% | -56.5% | -61.5% |
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