+0.5%
SHOP vs F
-6.9%
+7.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -1.2% | -3.1% | +1.9% | -0.6% |
| 30D | -14.7% | 0.0% | -14.8% | -14.6% |
| 3M | -7.2% | -13.2% | +6.0% | -4.5% |
| 6M | +54.2% | -10.2% | +64.4% | +59.2% |
| YTD | -8.6% | -4.9% | -3.7% | -6.7% |
| 1Y | +0.5% | -6.1% | +6.6% | +3.6% |
| All | +0.5% | -6.9% | +7.4% | +3.6% |
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