-15.7%
SHOP vs EWZ
+63.8%
-79.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.4% | -4.1% | -4.6% |
| 7D | -10.6% | -0.1% | -10.6% | -10.7% |
| 30D | -18.3% | +8.2% | -26.5% | -22.2% |
| 3M | +14.8% | +13.3% | +1.5% | +5.8% |
| 6M | -5.0% | +3.6% | -8.6% | -8.1% |
| YTD | -21.2% | +21.0% | -42.2% | -31.3% |
| 1Y | -11.6% | +34.7% | -46.3% | -28.2% |
| 3Y | +101.2% | +48.3% | +52.9% | +53.1% |
| 5Y | -15.7% | +60.1% | -75.8% | -37.0% |
| All | -15.7% | +63.8% | -79.5% | -37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling