-11.2%
SHOP vs FE
+47.0%
-58.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | 0.0% |
| 7D | -1.2% | +1.2% | -2.4% | -1.5% |
| 30D | -14.7% | +4.5% | -19.3% | -15.5% |
| 3M | -7.2% | +1.3% | -8.6% | -7.5% |
| 6M | +54.2% | +8.7% | +45.5% | +51.0% |
| YTD | -8.6% | +9.2% | -17.8% | -11.0% |
| 1Y | +0.5% | +7.0% | -6.5% | -1.6% |
| 3Y | +135.9% | +51.4% | +84.6% | +99.3% |
| All | -11.2% | +47.0% | -58.2% | -25.2% |
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