+226.4%
EWY vs SHOP
+100.0%
+126.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.5% | +5.9% | +1.3% |
| 7D | +6.7% | -10.6% | +17.3% | +8.4% |
| 30D | +17.0% | -18.3% | +35.3% | +20.3% |
| 3M | +3.7% | +14.8% | -11.2% | +0.2% |
| 6M | +42.5% | -5.0% | +47.5% | +41.4% |
| YTD | +96.2% | -21.2% | +117.5% | +99.8% |
| 1Y | +160.4% | -11.6% | +172.0% | +159.3% |
| All | +226.4% | +100.0% | +126.4% | +171.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SHOP.
Daily Out/Under-Performance
Portfolio return minus SHOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHOP 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 3y: compounded portfolio wealth divided by compounded SHOP 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…
3y analysis · Full analysis span regression · 6 months rolling