-15.7%
SHOP vs EFA
+53.1%
-68.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.1% | -4.3% | -3.4% |
| 7D | -10.6% | -0.5% | -10.2% | -9.7% |
| 30D | -18.3% | -1.3% | -17.0% | -15.9% |
| 3M | +14.8% | +5.2% | +9.6% | +3.5% |
| 6M | -5.0% | +9.4% | -14.4% | -22.0% |
| YTD | -21.2% | +12.7% | -34.0% | -39.8% |
| 1Y | -11.6% | +19.3% | -30.9% | -39.4% |
| 3Y | +101.2% | +66.3% | +34.9% | -33.3% |
| 5Y | -15.7% | +53.4% | -69.1% | -62.8% |
| All | -15.7% | +53.1% | -68.8% | -62.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling