-6.3%
SHOP vs FDS
+27.4%
-33.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.7% | +7.3% | +5.1% |
| 7D | -5.4% | -0.5% | -4.9% | -5.2% |
| 30D | -10.3% | +20.2% | -30.5% | -17.3% |
| 3M | +1.0% | +19.9% | -18.9% | -7.2% |
| 6M | +41.2% | +56.2% | -14.9% | +15.8% |
| YTD | -7.5% | +14.6% | -22.1% | -23.8% |
| All | -6.3% | +27.4% | -33.7% | -19.0% |
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