+112.8%
SHOP vs EWT
+199.6%
-86.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.6% | -7.0% | -7.1% |
| 7D | -4.1% | +1.6% | -5.7% | -5.2% |
| 30D | -11.5% | +8.2% | -19.7% | -16.8% |
| 3M | +21.1% | +11.1% | +10.0% | +8.0% |
| 6M | +3.0% | +60.4% | -57.4% | -39.1% |
| YTD | -16.7% | +75.6% | -92.3% | -56.2% |
| 1Y | -8.3% | +91.3% | -99.6% | -56.0% |
| 3Y | +112.8% | +200.3% | -87.5% | -52.7% |
| All | +112.8% | +199.6% | -86.8% | -52.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling