-1.6%
SHOP vs FAST
+111.1%
-112.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.5% | -4.1% | -4.0% |
| 7D | +2.8% | +4.8% | -2.0% | -0.7% |
| 30D | -14.2% | +8.6% | -22.8% | -19.5% |
| 3M | -5.5% | +5.7% | -11.2% | -9.7% |
| 6M | +32.8% | +25.5% | +7.3% | +10.6% |
| YTD | -8.9% | +39.6% | -48.5% | -32.5% |
| 1Y | -7.7% | +35.5% | -43.2% | -29.8% |
| 3Y | +139.0% | +96.2% | +42.8% | +17.5% |
| All | -1.6% | +111.1% | -112.7% | -57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling