-11.0%
SHOP vs EWT
+82.5%
-93.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +0.7% |
| 7D | -13.2% | -1.1% | -12.1% | -12.9% |
| 30D | -17.0% | +4.8% | -21.8% | -18.4% |
| 3M | +17.0% | +11.1% | +5.9% | +9.6% |
| 6M | -2.1% | +54.6% | -56.8% | -32.7% |
| YTD | -21.4% | +71.4% | -92.8% | -53.9% |
| 1Y | -11.0% | +82.1% | -93.1% | -51.8% |
| All | -11.0% | +82.5% | -93.5% | -51.8% |
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