+8,434.7%
SHOP vs FAST
+524.9%
+7,909.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -1.0% |
| 7D | -5.1% | -0.4% | -4.7% | -4.9% |
| 30D | +0.6% | -0.8% | +1.4% | +0.9% |
| 3M | +25.0% | +5.8% | +19.3% | +20.7% |
| 6M | +11.9% | +8.0% | +3.9% | +5.8% |
| YTD | -9.9% | +25.6% | -35.5% | -22.8% |
| 1Y | 0.0% | +0.8% | -0.9% | -2.7% |
| 3Y | +117.5% | +86.1% | +31.4% | +43.1% |
| 5Y | -6.6% | +100.2% | -106.9% | -40.2% |
| 10Y | +3,320.3% | +494.2% | +2,826.1% | +1,218.0% |
| All | +8,434.7% | +524.9% | +7,909.8% | +3,195.7% |
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