-11.2%
SHOP vs FAST
+106.5%
-117.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.9% | +0.7% |
| 7D | -1.2% | +4.2% | -5.4% | -4.2% |
| 30D | -14.7% | +6.7% | -21.4% | -18.9% |
| 3M | -7.2% | +8.0% | -15.3% | -12.7% |
| 6M | +54.2% | +27.4% | +26.8% | +27.0% |
| YTD | -8.6% | +40.5% | -49.1% | -32.4% |
| 1Y | +0.5% | +38.4% | -37.8% | -24.7% |
| 3Y | +135.9% | +98.7% | +37.3% | +15.4% |
| All | -11.2% | +106.5% | -117.7% | -61.6% |
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 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