+142.7%
EWY vs SHOP
-16.4%
+159.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.1% | -4.0% | -4.2% |
| 7D | +1.2% | -13.2% | +14.4% | +3.4% |
| 30D | +9.3% | -17.0% | +26.3% | +12.3% |
| 3M | +2.4% | +17.0% | -14.6% | -1.1% |
| 6M | +40.3% | -2.1% | +42.4% | +38.6% |
| YTD | +88.0% | -21.4% | +109.4% | +91.1% |
| 1Y | +143.8% | -11.0% | +154.8% | +142.4% |
| 3Y | +217.8% | +100.9% | +116.8% | +165.3% |
| 5Y | +142.7% | -14.7% | +157.4% | +106.4% |
| All | +142.7% | -16.4% | +159.2% | +106.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling