-11.6%
SHOP vs FFIV
+26.5%
-38.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +3.9% | -9.3% | -6.8% |
| 7D | -10.6% | +3.5% | -14.1% | -11.8% |
| 30D | -18.3% | -1.3% | -17.0% | -18.0% |
| 3M | +14.8% | +2.4% | +12.4% | +13.3% |
| 6M | -5.0% | +41.8% | -46.8% | -19.1% |
| YTD | -21.2% | +58.5% | -79.8% | -34.9% |
| 1Y | -11.6% | +24.3% | -36.0% | -24.2% |
| All | -11.6% | +26.5% | -38.1% | -24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling