+8,434.7%
SHOP vs EWJ
+131.1%
+8,303.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -1.0% |
| 7D | -5.1% | +2.5% | -7.6% | -8.0% |
| 30D | +0.6% | +3.3% | -2.7% | -3.5% |
| 3M | +25.0% | +5.0% | +20.1% | +16.0% |
| 6M | +11.9% | +11.5% | +0.4% | -5.4% |
| YTD | -9.9% | +22.4% | -32.3% | -33.3% |
| 1Y | 0.0% | +30.2% | -30.2% | -31.8% |
| 3Y | +117.5% | +72.8% | +44.7% | +2.1% |
| 5Y | -6.6% | +54.1% | -60.8% | -47.6% |
| 10Y | +3,320.3% | +140.6% | +3,179.7% | +1,122.3% |
| All | +8,434.7% | +131.1% | +8,303.6% | +3,166.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling