-4.6%
SHOP vs FE
+5.1%
-9.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.4% | +5.0% | +3.3% |
| 7D | -5.4% | -1.0% | -4.4% | -5.6% |
| 30D | -10.3% | +4.1% | -14.5% | -9.5% |
| 3M | +1.0% | -1.0% | +2.0% | +0.5% |
| 6M | +41.2% | +4.0% | +37.2% | +41.6% |
| YTD | -7.5% | +6.8% | -14.3% | -7.3% |
| 1Y | -4.6% | +5.3% | -9.9% | -3.5% |
| All | -4.6% | +5.1% | -9.7% | -3.5% |
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