+8,434.7%
SHOP vs EWT
+486.7%
+7,948.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -2.5% |
| 7D | -5.1% | +4.0% | -9.1% | -9.0% |
| 30D | +0.6% | +10.3% | -9.7% | -9.5% |
| 3M | +25.0% | +6.1% | +19.0% | +12.3% |
| 6M | +11.9% | +56.6% | -44.7% | -37.6% |
| YTD | -9.9% | +76.6% | -86.4% | -56.8% |
| 1Y | 0.0% | +97.9% | -97.9% | -58.0% |
| 3Y | +117.5% | +198.0% | -80.5% | -44.2% |
| 5Y | -6.6% | +151.8% | -158.4% | -69.3% |
| 10Y | +3,320.3% | +514.1% | +2,806.2% | +370.8% |
| All | +8,434.7% | +486.7% | +7,948.0% | +890.9% |
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