-14.6%
SHOP vs EWJ
+48.4%
-63.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.0% | -4.5% | -3.9% |
| 7D | -10.6% | +1.0% | -11.6% | -11.9% |
| 30D | -18.3% | +1.0% | -19.3% | -19.5% |
| 3M | +14.8% | +7.2% | +7.6% | +0.9% |
| 6M | -5.0% | +13.9% | -18.9% | -25.9% |
| YTD | -21.2% | +20.8% | -42.0% | -45.8% |
| 1Y | -11.6% | +26.4% | -38.0% | -43.8% |
| 3Y | +101.2% | +71.8% | +29.5% | -33.7% |
| All | -14.6% | +48.4% | -63.0% | -63.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling