+289.9%
EWY vs SHOP
+8,434.7%
-8,144.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.5% | +5.1% | +4.7% |
| 7D | +4.8% | -5.1% | +9.9% | +5.6% |
| 30D | +11.7% | +0.6% | +11.1% | +11.5% |
| 3M | -7.4% | +25.0% | -32.4% | -11.0% |
| 6M | +40.6% | +11.9% | +28.7% | +36.5% |
| YTD | +94.3% | -9.9% | +104.1% | +93.5% |
| 1Y | +164.3% | 0.0% | +164.3% | +158.7% |
| 3Y | +221.0% | +117.5% | +103.5% | +169.7% |
| 5Y | +139.1% | -6.6% | +145.8% | +109.0% |
| 10Y | +298.8% | +3,320.3% | -3,021.5% | +127.0% |
| All | +289.9% | +8,434.7% | -8,144.8% | +116.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling