-8.3%
SHOP vs FDS
-20.8%
+12.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -4.3% | -3.3% | -5.9% |
| 7D | -4.1% | -5.4% | +1.3% | -2.0% |
| 30D | -11.5% | +1.6% | -13.1% | -12.0% |
| 3M | +21.1% | +17.7% | +3.3% | +13.7% |
| 6M | +3.0% | +29.1% | -26.1% | -6.3% |
| YTD | -16.7% | +1.0% | -17.7% | -25.5% |
| 1Y | -8.3% | -21.6% | +13.3% | -18.3% |
| All | -8.3% | -20.8% | +12.5% | -18.3% |
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