+8,434.7%
SHOP vs F
+71.9%
+8,362.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -1.2% |
| 7D | -5.1% | +5.3% | -10.4% | -7.2% |
| 30D | +0.6% | +4.6% | -4.0% | -1.5% |
| 3M | +25.0% | -3.7% | +28.7% | +26.6% |
| 6M | +11.9% | +16.8% | -4.9% | +2.4% |
| YTD | -9.9% | +15.3% | -25.2% | -17.4% |
| 1Y | 0.0% | +31.0% | -31.0% | -13.9% |
| 3Y | +117.5% | +45.4% | +72.1% | +73.1% |
| 5Y | -6.6% | +54.7% | -61.3% | -26.0% |
| 10Y | +3,320.3% | +98.2% | +3,222.1% | +2,137.4% |
| All | +8,434.7% | +71.9% | +8,362.8% | +6,259.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling