+2,941.1%
SHOP vs EWJ
+139.2%
+2,801.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.4% | +0.6% |
| 7D | -13.2% | -1.5% | -11.7% | -11.3% |
| 30D | -17.0% | +0.2% | -17.2% | -17.2% |
| 3M | +17.0% | +8.6% | +8.4% | +2.8% |
| 6M | -2.1% | +12.1% | -14.3% | -18.8% |
| YTD | -21.4% | +20.1% | -41.4% | -41.8% |
| 1Y | -11.0% | +25.2% | -36.1% | -37.7% |
| 3Y | +100.9% | +70.8% | +30.2% | -11.3% |
| 5Y | -14.7% | +49.2% | -63.9% | -53.3% |
| All | +2,941.1% | +139.2% | +2,801.9% | +861.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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