+3,781.0%
SHOP vs EWT
+448.9%
+3,332.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | -1.2% | +9.1% | -10.3% | -10.4% |
| 30D | -14.7% | -12.2% | -2.5% | -3.4% |
| 3M | -7.2% | -9.4% | +2.2% | +0.9% |
| 6M | +54.2% | +2.7% | +51.5% | +37.0% |
| YTD | -8.6% | +53.3% | -61.9% | -52.1% |
| 1Y | +0.5% | +59.2% | -58.7% | -49.9% |
| 3Y | +135.9% | +157.1% | -21.1% | -37.5% |
| 5Y | -11.9% | +119.6% | -131.5% | -69.8% |
| All | +3,781.0% | +448.9% | +3,332.1% | +360.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling