+3,647.2%
SHOP vs FFIV
+132.4%
+3,514.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.2% | -0.1% | +0.7% |
| 7D | -2.7% | -2.1% | -0.6% | -1.4% |
| 30D | -11.0% | -33.8% | +22.8% | +13.5% |
| 3M | +0.3% | -20.6% | +20.9% | +11.8% |
| 6M | +37.7% | -10.2% | +48.0% | +39.2% |
| YTD | -5.5% | +24.5% | -30.0% | -25.5% |
| 1Y | -0.2% | +29.3% | -29.5% | -23.7% |
| 3Y | +151.9% | +103.8% | +48.1% | +37.9% |
| 5Y | -2.2% | +40.9% | -43.1% | -31.1% |
| 10Y | +3,647.2% | +126.6% | +3,520.6% | +1,829.3% |
| All | +3,647.2% | +132.4% | +3,514.8% | +1,829.3% |
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