0.0%
SHOP vs FXI
-4.7%
+4.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.1% | -1.6% |
| 7D | -5.1% | +1.0% | -6.1% | -5.8% |
| 30D | +0.6% | -0.6% | +1.1% | +1.0% |
| 3M | +25.0% | +1.9% | +23.1% | +23.4% |
| 6M | +11.9% | -0.2% | +12.1% | +10.9% |
| YTD | -9.9% | -5.6% | -4.3% | -4.4% |
| 1Y | 0.0% | -4.7% | +4.6% | +6.4% |
| All | 0.0% | -4.7% | +4.6% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI 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 1y: compounded portfolio wealth divided by compounded FXI 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…
1y analysis · Full analysis span regression · 6 months rolling