-15.7%
SHOP vs EWT
+152.9%
-168.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.2% | -5.6% | -5.7% |
| 7D | -10.6% | +2.1% | -12.8% | -12.7% |
| 30D | -18.3% | +9.4% | -27.7% | -26.3% |
| 3M | +14.8% | +10.9% | +4.0% | -2.9% |
| 6M | -5.0% | +57.9% | -63.0% | -52.5% |
| YTD | -21.2% | +75.9% | -97.2% | -66.9% |
| 1Y | -11.6% | +89.7% | -101.3% | -66.7% |
| 3Y | +101.2% | +200.9% | -99.7% | -67.3% |
| 5Y | -15.7% | +154.5% | -170.2% | -78.8% |
| All | -15.7% | +152.9% | -168.6% | -78.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling