-6.1%
SHOP vs FAST
+37.0%
-43.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | +1.5% |
| 7D | -2.5% | +4.3% | -6.7% | -3.6% |
| 30D | -16.7% | +8.3% | -25.0% | -18.5% |
| 3M | -2.2% | +6.5% | -8.7% | -4.2% |
| 6M | +45.6% | +29.5% | +16.1% | +36.7% |
| YTD | -7.3% | +41.3% | -48.5% | -19.9% |
| 1Y | -6.1% | +37.4% | -43.5% | -17.1% |
| All | -6.1% | +37.0% | -43.1% | -17.1% |
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