+139.0%
SHOP vs FXI
+45.0%
+94.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.3% |
| 7D | +2.8% | +3.7% | -0.8% | +1.3% |
| 30D | -14.2% | +0.5% | -14.7% | -14.4% |
| 3M | -5.5% | -5.7% | +0.2% | -3.2% |
| 6M | +32.8% | -6.9% | +39.7% | +36.3% |
| YTD | -8.9% | -9.5% | +0.5% | -5.2% |
| 1Y | -7.7% | -14.0% | +6.3% | -2.2% |
| 3Y | +139.0% | +44.5% | +94.5% | +122.6% |
| All | +139.0% | +45.0% | +94.0% | +122.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling