-14.7%
SHOP vs FERG
+66.7%
-81.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.5% |
| 7D | -13.2% | -1.0% | -12.2% | -12.6% |
| 30D | -17.0% | -11.8% | -5.2% | -9.5% |
| 3M | +17.0% | -1.2% | +18.2% | +17.0% |
| 6M | -2.1% | -2.3% | +0.2% | -2.4% |
| YTD | -21.4% | +0.8% | -22.1% | -24.1% |
| 1Y | -11.0% | +0.5% | -11.4% | -14.7% |
| 3Y | +100.9% | +51.4% | +49.5% | +25.3% |
| 5Y | -14.7% | +67.5% | -82.2% | -56.0% |
| All | -14.7% | +66.7% | -81.4% | -56.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling