+120.5%
SHOP vs F
+45.7%
+74.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -1.1% |
| 7D | -5.1% | +5.3% | -10.4% | -6.9% |
| 30D | +0.6% | +4.6% | -4.0% | -1.3% |
| 3M | +25.0% | -3.7% | +28.7% | +26.6% |
| 6M | +11.9% | +16.8% | -4.9% | +3.4% |
| YTD | -9.9% | +15.3% | -25.2% | -16.6% |
| 1Y | 0.0% | +31.0% | -31.0% | -13.5% |
| All | +120.5% | +45.7% | +74.8% | +62.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling