-6.3%
SHOP vs FE
+5.9%
-12.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +3.5% |
| 7D | -5.4% | 0.0% | -5.4% | -5.4% |
| 30D | -10.3% | +5.2% | -15.5% | -9.4% |
| 3M | +1.0% | 0.0% | +1.0% | +0.7% |
| 6M | +41.2% | +5.0% | +36.2% | +41.8% |
| YTD | -7.5% | +7.9% | -15.4% | -7.1% |
| All | -6.3% | +5.9% | -12.2% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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