+8,524.1%
SHOP vs FXI
-9.4%
+8,533.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.1% |
| 6M | +32.8% | -6.9% | +39.7% | +39.4% |
| YTD | -8.9% | -9.5% | +0.5% | -2.2% |
| 1Y | -7.7% | -14.0% | +6.3% | +3.1% |
| 3Y | +139.0% | +44.5% | +94.5% | +63.1% |
| 5Y | -0.5% | -2.8% | +2.3% | -2.1% |
| 10Y | +3,557.0% | +20.3% | +3,536.7% | +2,889.5% |
| All | +8,524.1% | -9.4% | +8,533.5% | +8,499.7% |
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