+8,680.0%
SHOP vs EWT
+424.0%
+8,256.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.8% | -4.0% | -4.1% |
| 7D | -2.5% | +3.2% | -5.7% | -6.7% |
| 30D | -16.7% | -12.3% | -4.4% | -5.8% |
| 3M | -2.2% | -3.6% | +1.4% | -0.4% |
| 6M | +45.6% | +3.1% | +42.4% | +30.1% |
| YTD | -7.3% | +57.7% | -65.0% | -50.9% |
| 1Y | -6.1% | +60.3% | -66.3% | -51.2% |
| 3Y | +143.3% | +163.4% | -20.0% | -30.6% |
| 5Y | +0.2% | +127.4% | -127.3% | -64.0% |
| 10Y | +3,663.5% | +462.7% | +3,200.8% | +461.1% |
| All | +8,680.0% | +424.0% | +8,256.0% | +1,027.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling