+8,434.7%
SHOP vs FERG
+361.0%
+8,073.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.3% | -2.9% | -1.3% |
| 7D | -5.1% | 0.0% | -5.1% | -5.1% |
| 30D | +0.6% | -10.2% | +10.8% | +4.2% |
| 3M | +25.0% | -0.6% | +25.6% | +24.8% |
| 6M | +11.9% | -6.5% | +18.4% | +13.8% |
| YTD | -9.9% | +4.2% | -14.0% | -11.8% |
| 1Y | 0.0% | -2.3% | +2.2% | -0.2% |
| 3Y | +117.5% | +48.5% | +69.0% | +88.8% |
| 5Y | -6.6% | +72.0% | -78.7% | -23.3% |
| 10Y | +3,320.3% | +369.9% | +2,950.4% | +2,511.0% |
| All | +8,434.7% | +361.0% | +8,073.7% | +6,317.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling