+135.9%
SHOP vs EWJ
+66.4%
+69.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | -0.1% |
| 7D | -1.2% | +4.0% | -5.2% | -5.2% |
| 30D | -14.7% | -4.3% | -10.5% | -10.5% |
| 3M | -7.2% | -6.8% | -0.4% | +0.1% |
| 6M | +54.2% | -0.9% | +55.1% | +54.3% |
| YTD | -8.6% | +14.3% | -22.9% | -25.0% |
| 1Y | +0.5% | +15.3% | -14.8% | -18.6% |
| 3Y | +135.9% | +65.6% | +70.3% | +32.2% |
| All | +135.9% | +66.4% | +69.5% | +32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling