-10.6%
SHOP vs EWZ
+54.5%
-65.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.3% |
| 7D | -2.5% | +0.6% | -3.1% | -2.7% |
| 30D | -16.7% | -25.5% | +8.8% | -3.7% |
| 3M | -2.2% | -4.5% | +2.3% | -3.3% |
| 6M | +45.6% | -15.3% | +60.9% | +54.4% |
| YTD | -7.3% | +3.1% | -10.4% | -14.7% |
| 1Y | -6.1% | +1.2% | -7.3% | -12.9% |
| 3Y | +143.3% | +19.3% | +124.1% | +99.7% |
| All | -10.6% | +54.5% | -65.1% | -36.2% |
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