0.0%
SHOP vs F
+31.3%
-31.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.8% |
| 7D | -5.1% | +5.3% | -10.4% | -6.1% |
| 30D | +0.6% | +4.6% | -4.0% | -0.4% |
| 3M | +25.0% | -3.7% | +28.7% | +26.0% |
| 6M | +11.9% | +16.8% | -4.9% | +8.7% |
| YTD | -9.9% | +15.3% | -25.2% | -12.4% |
| 1Y | 0.0% | +31.0% | -31.0% | -7.5% |
| All | 0.0% | +31.3% | -31.4% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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