+3,003.4%
SHOP vs FFIV
+224.0%
+2,779.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.2% | -7.4% | -7.4% |
| 7D | -4.1% | -1.5% | -2.5% | -3.1% |
| 30D | -11.5% | -2.7% | -8.9% | -10.3% |
| 3M | +21.1% | -1.7% | +22.7% | +21.1% |
| 6M | +3.0% | +36.1% | -33.1% | -19.1% |
| YTD | -16.7% | +52.6% | -69.3% | -39.7% |
| 1Y | -8.3% | +21.5% | -29.8% | -23.3% |
| 3Y | +112.8% | +142.7% | -29.9% | +10.5% |
| 5Y | -9.3% | +92.6% | -101.8% | -44.4% |
| 10Y | +3,003.4% | +225.5% | +2,778.0% | +1,453.2% |
| All | +3,003.4% | +224.0% | +2,779.4% | +1,453.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling