+3,781.0%
SHOP vs EWZ
+68.6%
+3,712.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.4% |
| 7D | -1.2% | +0.8% | -2.0% | -1.5% |
| 30D | -14.7% | -24.4% | +9.6% | -5.0% |
| 3M | -7.2% | -4.6% | -2.6% | -7.1% |
| 6M | +54.2% | -11.6% | +65.7% | +59.2% |
| YTD | -8.6% | +2.4% | -11.0% | -12.3% |
| 1Y | +0.5% | +2.1% | -1.6% | -3.6% |
| 3Y | +135.9% | +18.7% | +117.2% | +111.2% |
| 5Y | -11.9% | +54.2% | -66.1% | -29.2% |
| All | +3,781.0% | +68.6% | +3,712.4% | +2,760.6% |
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