+8,552.4%
SHOP vs EFA
+115.6%
+8,436.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | 0.0% |
| 7D | -1.2% | +2.2% | -3.5% | -4.4% |
| 30D | -14.7% | +1.4% | -16.1% | -16.1% |
| 3M | -7.2% | -4.2% | -3.1% | -0.8% |
| 6M | +54.2% | +1.9% | +52.3% | +49.7% |
| YTD | -8.6% | +10.2% | -18.8% | -21.8% |
| 1Y | +0.5% | +12.8% | -12.3% | -16.9% |
| 3Y | +135.9% | +65.2% | +70.7% | +13.9% |
| 5Y | -11.9% | +49.8% | -61.7% | -47.6% |
| 10Y | +3,608.8% | +145.2% | +3,463.6% | +1,174.3% |
| All | +8,552.4% | +115.6% | +8,436.7% | +3,141.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling