+2,941.1%
SHOP vs EFA
+144.2%
+2,796.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +1.1% |
| 7D | -13.2% | -2.4% | -10.9% | -9.9% |
| 30D | -17.0% | -2.2% | -14.8% | -13.9% |
| 3M | +17.0% | +5.7% | +11.3% | +7.1% |
| 6M | -2.1% | +8.2% | -10.3% | -14.4% |
| YTD | -21.4% | +11.8% | -33.1% | -34.9% |
| 1Y | -11.0% | +18.3% | -29.3% | -32.1% |
| 3Y | +100.9% | +64.9% | +36.0% | -6.3% |
| 5Y | -14.7% | +52.4% | -67.1% | -52.6% |
| All | +2,941.1% | +144.2% | +2,796.9% | +867.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 EFA 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