+3,772.8%
SHOP vs EEM
+121.8%
+3,651.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | +0.1% |
| 7D | +2.1% | +5.3% | -3.2% | -4.2% |
| 30D | -16.8% | -7.0% | -9.9% | -9.1% |
| 3M | -2.4% | -8.0% | +5.6% | +7.7% |
| 6M | +47.0% | -6.6% | +53.6% | +53.3% |
| YTD | -8.8% | +12.3% | -21.1% | -27.5% |
| 1Y | -6.3% | +12.2% | -18.4% | -25.1% |
| 3Y | +139.3% | +71.2% | +68.1% | +9.8% |
| 5Y | -12.1% | +32.2% | -44.3% | -40.0% |
| All | +3,772.8% | +121.8% | +3,651.0% | +1,447.1% |
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