-11.0%
SHOP vs EWJ
+24.8%
-35.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.4% | +0.3% |
| 7D | -13.2% | -1.5% | -11.7% | -12.3% |
| 30D | -17.0% | +0.2% | -17.2% | -17.0% |
| 3M | +17.0% | +8.6% | +8.4% | +9.5% |
| 6M | -2.1% | +12.1% | -14.3% | -12.1% |
| YTD | -21.4% | +20.1% | -41.4% | -37.7% |
| 1Y | -11.0% | +25.2% | -36.1% | -33.9% |
| All | -11.0% | +24.8% | -35.8% | -33.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling