0.0%
SHOP vs EWT
+99.0%
-99.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -1.2% |
| 7D | -5.1% | +4.0% | -9.1% | -6.4% |
| 30D | +0.6% | +10.3% | -9.7% | -2.8% |
| 3M | +25.0% | +6.1% | +19.0% | +21.9% |
| 6M | +11.9% | +56.6% | -44.7% | -22.3% |
| YTD | -9.9% | +76.6% | -86.4% | -46.9% |
| 1Y | 0.0% | +97.9% | -97.9% | -45.2% |
| All | 0.0% | +99.0% | -99.0% | -45.2% |
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