+0.2%
SHOP vs F
-13.9%
+14.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.1% | +1.9% |
| 7D | -2.5% | -2.1% | -0.3% | -1.2% |
| 30D | -16.7% | +3.3% | -20.0% | -18.2% |
| 3M | -2.2% | -11.3% | +9.1% | +4.3% |
| 6M | +45.6% | +5.3% | +40.2% | +36.2% |
| YTD | -7.3% | -2.2% | -5.1% | -10.3% |
| 1Y | -6.1% | -3.5% | -2.5% | -8.4% |
| 3Y | +143.3% | +49.5% | +93.8% | +60.8% |
| 5Y | +0.2% | -13.5% | +13.7% | -14.8% |
| All | +0.2% | -13.9% | +14.1% | -14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling