-4.9%
SHOP vs FAST
+32.0%
-36.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.7% | +5.7% | +6.8% |
| 7D | -9.0% | +3.4% | -12.5% | -9.8% |
| 30D | -4.4% | +5.5% | -9.9% | -5.9% |
| 3M | +24.1% | +7.6% | +16.5% | +21.3% |
| 6M | +20.0% | +19.8% | +0.2% | +14.5% |
| YTD | -4.9% | +35.5% | -40.4% | -18.9% |
| 1Y | -4.9% | +31.6% | -36.5% | -16.9% |
| All | -4.9% | +32.0% | -36.9% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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