-5.6%
SHOP vs FDS
-17.4%
+11.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | +1.9% |
| 7D | -5.1% | -1.9% | -3.2% | -3.9% |
| 30D | +0.6% | +9.0% | -8.4% | -5.6% |
| 3M | +25.0% | +18.9% | +6.2% | +9.2% |
| 6M | +11.9% | +35.1% | -23.2% | -11.6% |
| YTD | -9.9% | +5.5% | -15.4% | -14.9% |
| 1Y | 0.0% | -16.8% | +16.8% | +13.7% |
| 3Y | +117.5% | -28.1% | +145.6% | +176.4% |
| All | -5.6% | -17.4% | +11.8% | +30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling