-4.6%
SHOP vs F
-0.9%
-3.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.7% | +4.3% | +3.7% |
| 7D | -5.4% | +1.6% | -7.0% | -5.6% |
| 30D | -10.3% | +2.6% | -13.0% | -10.7% |
| 3M | +1.0% | -8.8% | +9.8% | +3.0% |
| 6M | +41.2% | +4.6% | +36.6% | +42.5% |
| YTD | -7.5% | -1.9% | -5.6% | -6.2% |
| 1Y | -4.6% | -0.8% | -3.8% | -4.0% |
| All | -4.6% | -0.9% | -3.7% | -4.0% |
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