+135.9%
SHOP vs FERG
+69.1%
+66.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | -0.1% |
| 7D | -1.2% | +9.7% | -11.0% | -6.0% |
| 30D | -14.7% | +15.0% | -29.8% | -20.7% |
| 3M | -7.2% | +3.8% | -11.0% | -9.2% |
| 6M | +54.2% | +10.6% | +43.6% | +44.9% |
| YTD | -8.6% | +17.0% | -25.6% | -17.4% |
| 1Y | +0.5% | +7.1% | -6.6% | -4.8% |
| 3Y | +135.9% | +67.7% | +68.2% | +53.4% |
| All | +135.9% | +69.1% | +66.8% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 FERG 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