+2,993.7%
SHOP vs EWT
+523.5%
+2,470.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | -0.2% |
| 7D | -11.2% | -1.1% | -10.1% | -10.2% |
| 30D | -14.4% | +4.5% | -18.8% | -18.5% |
| 3M | +16.6% | +8.3% | +8.3% | +2.0% |
| 6M | -0.6% | +54.2% | -54.8% | -45.2% |
| YTD | -20.0% | +74.6% | -94.6% | -62.8% |
| 1Y | -11.2% | +84.9% | -96.1% | -61.4% |
| 3Y | +99.5% | +197.5% | -98.0% | -53.4% |
| 5Y | -13.2% | +150.6% | -163.8% | -73.5% |
| All | +2,993.7% | +523.5% | +2,470.2% | +240.6% |
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