-5.6%
SHOP vs FAST
+100.5%
-106.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -1.1% |
| 7D | -5.1% | -0.4% | -4.7% | -4.8% |
| 30D | +0.6% | -0.8% | +1.4% | +1.0% |
| 3M | +25.0% | +5.8% | +19.3% | +19.3% |
| 6M | +11.9% | +8.0% | +3.9% | +3.7% |
| YTD | -9.9% | +25.6% | -35.5% | -27.4% |
| 1Y | 0.0% | +0.8% | -0.9% | -3.4% |
| 3Y | +117.5% | +86.1% | +31.4% | +9.6% |
| All | -5.6% | +100.5% | -106.1% | -57.4% |
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 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