+3,608.8%
SHOP vs F
+80.8%
+3,528.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.7% | +4.3% | +3.9% |
| 7D | -5.4% | +1.6% | -7.0% | -5.9% |
| 30D | -10.3% | +2.6% | -13.0% | -11.3% |
| 3M | +1.0% | -8.8% | +9.8% | +4.6% |
| 6M | +41.2% | +4.6% | +36.6% | +35.9% |
| YTD | -7.5% | -1.9% | -5.6% | -9.2% |
| 1Y | -4.6% | -0.8% | -3.8% | -6.8% |
| 3Y | +146.4% | +43.5% | +102.9% | +99.2% |
| 5Y | -2.5% | -12.1% | +9.5% | -8.5% |
| All | +3,608.8% | +80.8% | +3,528.1% | +2,546.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling