+0.2%
SHOP vs EWT
+127.6%
-127.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.8% | -4.0% | -4.2% |
| 7D | -2.5% | +3.2% | -5.7% | -6.7% |
| 30D | -16.7% | -12.3% | -4.4% | -5.2% |
| 3M | -2.2% | -3.6% | +1.4% | -0.4% |
| 6M | +45.6% | +3.1% | +42.4% | +27.7% |
| YTD | -7.3% | +57.7% | -65.0% | -57.0% |
| 1Y | -6.1% | +60.3% | -66.3% | -57.5% |
| 3Y | +143.3% | +163.4% | -20.0% | -55.4% |
| 5Y | +0.2% | +127.4% | -127.3% | -71.6% |
| All | +0.2% | +127.6% | -127.4% | -71.6% |
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 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