+146.4%
SHOP vs FE
+42.7%
+103.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.4% | +5.0% | +3.5% |
| 7D | -5.4% | -1.0% | -4.4% | -5.5% |
| 30D | -10.3% | +4.1% | -14.5% | -10.0% |
| 3M | +1.0% | -1.0% | +2.0% | +0.9% |
| 6M | +41.2% | +4.0% | +37.2% | +41.5% |
| YTD | -7.5% | +6.8% | -14.3% | -7.3% |
| 1Y | -4.6% | +5.3% | -9.9% | -4.3% |
| 3Y | +146.4% | +44.6% | +101.8% | +131.0% |
| All | +146.4% | +42.7% | +103.7% | +131.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling