+146.4%
SHOP vs FAST
+91.8%
+54.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.4% | +3.5% |
| 7D | -5.4% | +2.1% | -7.5% | -6.2% |
| 30D | -10.3% | +6.9% | -17.2% | -12.8% |
| 3M | +1.0% | +4.8% | -3.8% | -1.2% |
| 6M | +41.2% | +19.8% | +21.5% | +30.4% |
| YTD | -7.5% | +34.9% | -42.4% | -20.6% |
| 1Y | -4.6% | +32.8% | -37.4% | -17.4% |
| 3Y | +146.4% | +93.7% | +52.7% | +99.4% |
| All | +146.4% | +91.8% | +54.6% | +99.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling