-11.6%
SHOP vs FXI
-11.6%
0.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.3% | -4.2% | -4.5% |
| 7D | -10.6% | -2.8% | -7.8% | -8.6% |
| 30D | -18.3% | -5.3% | -13.0% | -14.9% |
| 3M | +14.8% | +0.3% | +14.5% | +14.5% |
| 6M | -5.0% | -4.6% | -0.4% | -2.4% |
| YTD | -21.2% | -9.1% | -12.1% | -13.8% |
| 1Y | -11.6% | -12.0% | +0.4% | +1.9% |
| All | -11.6% | -11.6% | 0.0% | +1.9% |
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