+107.7%
SHOP vs EEM
+88.9%
+18.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +0.2% | -7.8% | -7.8% |
| 7D | -4.1% | +3.1% | -7.2% | -6.8% |
| 30D | -11.5% | +4.9% | -16.4% | -15.6% |
| 3M | +21.1% | +5.2% | +15.8% | +12.3% |
| 6M | +3.0% | +20.7% | -17.7% | -22.0% |
| YTD | -16.7% | +26.5% | -43.2% | -42.1% |
| 1Y | -8.3% | +37.8% | -46.1% | -43.4% |
| All | +107.7% | +88.9% | +18.8% | -27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling