-4.9%
SHOP vs EWT
+54.0%
-58.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.2% | +8.5% | +7.7% |
| 7D | -9.0% | -10.9% | +1.9% | -5.7% |
| 30D | -4.4% | -17.7% | +13.3% | +1.2% |
| 3M | +24.1% | -5.0% | +29.1% | +26.6% |
| 6M | +20.0% | +7.4% | +12.6% | +11.3% |
| YTD | -4.9% | +52.8% | -57.7% | -37.9% |
| 1Y | -4.9% | +55.2% | -60.1% | -39.0% |
| All | -4.9% | +54.0% | -58.9% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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