+8,434.7%
SHOP vs EWZ
+85.1%
+8,349.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.2% |
| 7D | -5.1% | +6.5% | -11.6% | -7.7% |
| 30D | +0.6% | +4.8% | -4.3% | -1.5% |
| 3M | +25.0% | +9.9% | +15.1% | +19.7% |
| 6M | +11.9% | +1.9% | +10.0% | +10.2% |
| YTD | -9.9% | +20.3% | -30.2% | -17.6% |
| 1Y | 0.0% | +35.6% | -35.7% | -13.2% |
| 3Y | +117.5% | +43.4% | +74.1% | +84.9% |
| 5Y | -6.6% | +55.9% | -62.6% | -24.0% |
| 10Y | +3,320.3% | +84.2% | +3,236.2% | +2,346.8% |
| All | +8,434.7% | +85.1% | +8,349.7% | +4,189.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling