-4.9%
SHOP vs FDS
+31.1%
-36.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.9% | +4.5% | +6.1% |
| 7D | -9.0% | +9.4% | -18.5% | -12.3% |
| 30D | -4.4% | +23.8% | -28.2% | -12.8% |
| 3M | +24.1% | +25.1% | -1.0% | +12.2% |
| 6M | +20.0% | +53.8% | -33.8% | -1.0% |
| YTD | -4.9% | +19.6% | -24.5% | -22.4% |
| 1Y | -4.9% | +31.6% | -36.6% | -20.2% |
| All | -4.9% | +31.1% | -36.0% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling