+2,993.7%
SHOP vs EWZ
+94.8%
+2,898.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.2% |
| 7D | -11.2% | +0.9% | -12.1% | -11.6% |
| 30D | -14.4% | +12.8% | -27.2% | -19.0% |
| 3M | +16.6% | +10.8% | +5.8% | +10.8% |
| 6M | -0.6% | +2.5% | -3.1% | -2.4% |
| YTD | -20.0% | +21.4% | -41.3% | -27.5% |
| 1Y | -11.2% | +32.8% | -44.0% | -22.8% |
| 3Y | +99.5% | +45.2% | +54.3% | +66.9% |
| 5Y | -13.2% | +63.0% | -76.2% | -31.5% |
| All | +2,993.7% | +94.8% | +2,898.9% | +2,050.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling