-11.2%
SHOP vs EWZ
+33.5%
-44.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.0% |
| 7D | -11.2% | +0.9% | -12.1% | -11.5% |
| 30D | -14.4% | +12.8% | -27.2% | -17.9% |
| 3M | +16.6% | +10.8% | +5.8% | +11.8% |
| 6M | -0.6% | +2.5% | -3.1% | -2.9% |
| YTD | -20.0% | +21.4% | -41.3% | -28.3% |
| 1Y | -11.2% | +32.8% | -44.0% | -31.0% |
| All | -11.2% | +33.5% | -44.7% | -31.0% |
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