-0.5%
SHOP vs FXI
-2.8%
+2.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.0% |
| 7D | +2.8% | +3.7% | -0.8% | +0.1% |
| 30D | -14.2% | +0.5% | -14.7% | -14.5% |
| 3M | -5.5% | -5.7% | +0.2% | -1.2% |
| 6M | +32.8% | -6.9% | +39.7% | +39.2% |
| YTD | -8.9% | -9.5% | +0.5% | -2.3% |
| 1Y | -7.7% | -14.0% | +6.3% | +2.9% |
| 3Y | +139.0% | +44.5% | +94.5% | +60.5% |
| 5Y | -0.5% | -2.8% | +2.3% | +18.2% |
| All | -0.5% | -2.8% | +2.3% | +18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling