-15.7%
SHOP vs EEM
+47.0%
-62.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -4.9% | -4.7% |
| 7D | -10.6% | +2.0% | -12.6% | -13.2% |
| 30D | -18.3% | +5.1% | -23.4% | -24.2% |
| 3M | +14.8% | +4.6% | +10.2% | +3.1% |
| 6M | -5.0% | +17.8% | -22.8% | -33.1% |
| YTD | -21.2% | +25.8% | -47.1% | -51.9% |
| 1Y | -11.6% | +36.4% | -48.0% | -53.3% |
| 3Y | +101.2% | +90.0% | +11.2% | -45.5% |
| 5Y | -15.7% | +46.6% | -62.3% | -57.8% |
| All | -15.7% | +47.0% | -62.7% | -57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling