-11.2%
SHOP vs EFA
+49.5%
-60.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | -0.1% |
| 7D | -1.2% | +2.2% | -3.5% | -5.3% |
| 30D | -14.7% | +1.4% | -16.1% | -16.6% |
| 3M | -7.2% | -4.2% | -3.1% | +0.9% |
| 6M | +54.2% | +1.9% | +52.3% | +47.7% |
| YTD | -8.6% | +10.2% | -18.8% | -27.0% |
| 1Y | +0.5% | +12.8% | -12.3% | -23.4% |
| 3Y | +135.9% | +65.2% | +70.7% | -22.3% |
| All | -11.2% | +49.5% | -60.7% | -59.9% |
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 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