+8,434.7%
SHOP vs FXI
-5.5%
+8,440.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.1% | -1.7% |
| 7D | -5.1% | +1.0% | -6.1% | -5.9% |
| 30D | +0.6% | -0.6% | +1.1% | +0.9% |
| 3M | +25.0% | +1.9% | +23.1% | +22.9% |
| 6M | +11.9% | -0.2% | +12.1% | +11.1% |
| YTD | -9.9% | -5.6% | -4.3% | -6.5% |
| 1Y | 0.0% | -4.7% | +4.6% | +3.1% |
| 3Y | +117.5% | +38.0% | +79.5% | +55.2% |
| 5Y | -6.6% | -2.7% | -4.0% | -8.6% |
| 10Y | +3,320.3% | +19.9% | +3,300.4% | +2,685.5% |
| All | +8,434.7% | -5.5% | +8,440.2% | +8,120.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling