+3,772.8%
SHOP vs EWT
+448.2%
+3,324.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.3% | +1.4% |
| 7D | +2.1% | +13.2% | -11.1% | -11.0% |
| 30D | -16.8% | -14.3% | -2.6% | -3.4% |
| 3M | -2.4% | -8.4% | +6.0% | +4.9% |
| 6M | +47.0% | +3.7% | +43.3% | +28.9% |
| YTD | -8.8% | +53.1% | -61.9% | -52.2% |
| 1Y | -6.3% | +55.5% | -61.8% | -51.8% |
| 3Y | +139.3% | +155.6% | -16.4% | -36.2% |
| 5Y | -12.1% | +119.3% | -131.4% | -69.8% |
| All | +3,772.8% | +448.2% | +3,324.6% | +360.3% |
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