+137.9%
SHOP vs FAST
+91.5%
+46.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.6% | -5.5% | -5.8% |
| 7D | -13.9% | +0.7% | -14.5% | -14.0% |
| 30D | -12.6% | +4.6% | -17.2% | -14.3% |
| 3M | -0.3% | +6.4% | -6.7% | -3.1% |
| 6M | +33.6% | +20.6% | +13.0% | +22.9% |
| YTD | -10.7% | +34.7% | -45.4% | -23.3% |
| 1Y | -11.8% | +29.7% | -41.4% | -22.7% |
| All | +137.9% | +91.5% | +46.4% | +92.6% |
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