-6.3%
SHOP vs FFIV
+26.0%
-32.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.3% | +3.9% | +3.7% |
| 7D | -5.4% | -8.1% | +2.7% | -3.0% |
| 30D | -10.3% | -33.4% | +23.1% | +0.4% |
| 3M | +1.0% | -24.7% | +25.7% | +7.3% |
| 6M | +41.2% | -8.8% | +50.1% | +34.1% |
| YTD | -7.5% | +21.8% | -29.3% | -27.4% |
| All | -6.3% | +26.0% | -32.3% | -28.8% |
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