+8,434.7%
SHOP vs TER
+1,751.2%
+6,683.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.5% | -6.0% | -3.1% |
| 7D | -5.1% | +0.6% | -5.7% | -5.4% |
| 30D | +0.6% | -8.3% | +8.9% | +3.6% |
| 3M | +25.0% | -12.2% | +37.2% | +21.7% |
| 6M | +11.9% | +17.1% | -5.2% | -14.0% |
| YTD | -9.9% | +84.7% | -94.5% | -48.9% |
| 1Y | 0.0% | +199.9% | -200.0% | -59.3% |
| 3Y | +117.5% | +232.8% | -115.3% | -25.6% |
| 5Y | -6.6% | +198.6% | -205.2% | -65.2% |
| 10Y | +3,320.3% | +1,669.7% | +1,650.6% | +333.7% |
| All | +8,434.7% | +1,751.2% | +6,683.5% | +923.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling