-2.9%
SHOP vs FFIV
+39.5%
-42.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.3% | +3.9% | +3.8% |
| 7D | -5.4% | -8.1% | +2.7% | +0.7% |
| 30D | -10.3% | -33.4% | +23.1% | +18.5% |
| 3M | +1.0% | -24.7% | +25.7% | +18.6% |
| 6M | +41.2% | -8.8% | +50.1% | +37.3% |
| YTD | -7.5% | +21.8% | -29.3% | -32.9% |
| 1Y | -4.6% | +25.3% | -29.9% | -33.0% |
| 3Y | +146.4% | +101.2% | +45.3% | -1.7% |
| All | -2.9% | +39.5% | -42.4% | -42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling