-4.9%
SHOP vs EWZ
+7.8%
-12.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.6% | +5.7% | +7.0% |
| 7D | -9.0% | -4.1% | -5.0% | -8.2% |
| 30D | -4.4% | -25.0% | +20.5% | +0.9% |
| 3M | +24.1% | -10.6% | +34.8% | +24.5% |
| 6M | +20.0% | -16.6% | +36.6% | +22.6% |
| YTD | -4.9% | +2.5% | -7.4% | -8.3% |
| 1Y | -4.9% | +8.1% | -13.0% | -17.3% |
| All | -4.9% | +7.8% | -12.7% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 1y: compounded portfolio wealth divided by compounded EWZ 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…
1y analysis · Full analysis span regression · 6 months rolling