+2,941.1%
SHOP vs EEM
+130.4%
+2,810.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.0% | +2.5% |
| 7D | -13.2% | -0.7% | -12.5% | -12.6% |
| 30D | -17.0% | +2.4% | -19.4% | -19.6% |
| 3M | +17.0% | +4.2% | +12.8% | +7.8% |
| 6M | -2.1% | +14.8% | -16.9% | -22.4% |
| YTD | -21.4% | +23.1% | -44.5% | -43.8% |
| 1Y | -11.0% | +32.5% | -43.5% | -41.9% |
| 3Y | +100.9% | +85.9% | +15.0% | -14.9% |
| 5Y | -14.7% | +43.6% | -58.3% | -47.0% |
| All | +2,941.1% | +130.4% | +2,810.7% | +1,085.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 10y: compounded portfolio wealth divided by compounded EEM 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…
10y analysis · Full analysis span regression · 6 months rolling