+8,355.9%
SHOP vs FAST
+569.8%
+7,786.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.6% | -5.5% | -5.7% |
| 7D | -13.9% | +0.7% | -14.5% | -14.1% |
| 30D | -12.6% | +4.6% | -17.2% | -15.0% |
| 3M | -0.3% | +6.4% | -6.7% | -4.1% |
| 6M | +33.6% | +20.6% | +13.0% | +18.9% |
| YTD | -10.7% | +34.7% | -45.4% | -26.6% |
| 1Y | -11.8% | +29.7% | -41.4% | -25.7% |
| 3Y | +133.9% | +89.9% | +43.9% | +52.3% |
| 5Y | -5.9% | +105.0% | -110.9% | -40.8% |
| 10Y | +3,571.8% | +594.2% | +2,977.6% | +1,204.7% |
| All | +8,355.9% | +569.8% | +7,786.0% | +3,033.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling