-11.0%
SHOP vs EFA
+17.9%
-28.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.7% |
| 7D | -13.2% | -2.4% | -10.9% | -11.0% |
| 30D | -17.0% | -2.2% | -14.8% | -15.0% |
| 3M | +17.0% | +5.7% | +11.3% | +10.5% |
| 6M | -2.1% | +8.2% | -10.3% | -11.5% |
| YTD | -21.4% | +11.8% | -33.1% | -36.1% |
| 1Y | -11.0% | +18.3% | -29.3% | -36.9% |
| All | -11.0% | +17.9% | -28.9% | -36.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling