-5.6%
SHOP vs FE
+45.0%
-50.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | 0.0% | -0.4% |
| 7D | -5.1% | +1.9% | -7.0% | -5.4% |
| 30D | +0.6% | -1.2% | +1.8% | +0.8% |
| 3M | +25.0% | +3.5% | +21.5% | +24.0% |
| 6M | +11.9% | -6.1% | +18.0% | +13.0% |
| YTD | -9.9% | +7.6% | -17.5% | -11.8% |
| 1Y | 0.0% | +11.9% | -12.0% | -3.2% |
| 3Y | +117.5% | +48.4% | +69.1% | +87.3% |
| All | -5.6% | +45.0% | -50.6% | -19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling