+107.7%
SHOP vs EWZ
+47.9%
+59.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +2.0% | -9.6% | -8.8% |
| 7D | -4.1% | +5.6% | -9.7% | -7.5% |
| 30D | -11.5% | +9.3% | -20.8% | -16.7% |
| 3M | +21.1% | +15.7% | +5.4% | +8.8% |
| 6M | +3.0% | +7.4% | -4.4% | -3.4% |
| YTD | -16.7% | +22.7% | -39.4% | -30.3% |
| 1Y | -8.3% | +36.4% | -44.7% | -30.1% |
| All | +107.7% | +47.9% | +59.8% | +36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling