+120.5%
SHOP vs FE
+49.5%
+71.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | 0.0% | -0.6% |
| 7D | -5.1% | +1.9% | -7.0% | -5.0% |
| 30D | +0.6% | -1.2% | +1.8% | +0.5% |
| 3M | +25.0% | +3.5% | +21.5% | +25.1% |
| 6M | +11.9% | -6.1% | +18.0% | +11.7% |
| YTD | -9.9% | +7.6% | -17.5% | -10.1% |
| 1Y | 0.0% | +11.9% | -12.0% | -0.3% |
| All | +120.5% | +49.5% | +71.0% | +97.1% |
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