+2,941.1%
SHOP vs FXI
+16.6%
+2,924.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.4% | +0.3% |
| 7D | -13.2% | -2.8% | -10.4% | -11.2% |
| 30D | -17.0% | -3.7% | -13.4% | -14.6% |
| 3M | +17.0% | -0.4% | +17.4% | +17.1% |
| 6M | -2.1% | -5.4% | +3.3% | +1.6% |
| YTD | -21.4% | -9.6% | -11.7% | -15.4% |
| 1Y | -11.0% | -11.9% | +1.0% | -2.1% |
| 3Y | +100.9% | +37.8% | +63.1% | +41.4% |
| 5Y | -14.7% | -7.0% | -7.6% | -12.5% |
| All | +2,941.1% | +16.6% | +2,924.5% | +2,290.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling