+8,680.0%
SHOP vs EWZ
+58.6%
+8,621.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.4% |
| 7D | -2.5% | +0.6% | -3.1% | -2.6% |
| 30D | -16.7% | -25.5% | +8.8% | -7.0% |
| 3M | -2.2% | -4.5% | +2.3% | -2.0% |
| 6M | +45.6% | -15.3% | +60.9% | +53.0% |
| YTD | -7.3% | +3.1% | -10.4% | -10.9% |
| 1Y | -6.1% | +1.2% | -7.3% | -9.2% |
| 3Y | +143.3% | +19.3% | +124.1% | +119.2% |
| 5Y | +0.2% | +52.3% | -52.1% | -18.1% |
| 10Y | +3,663.5% | +67.0% | +3,596.5% | +2,683.1% |
| All | +8,680.0% | +58.6% | +8,621.4% | +4,534.0% |
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 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