-11.2%
SHOP vs FFIV
+35.3%
-46.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +2.2% |
| 7D | -1.2% | -0.5% | -0.7% | -0.8% |
| 30D | -14.7% | -32.4% | +17.7% | +11.2% |
| 3M | -7.2% | -25.7% | +18.5% | +10.3% |
| 6M | +54.2% | -13.5% | +67.7% | +57.4% |
| YTD | -8.6% | +21.1% | -29.7% | -33.3% |
| 1Y | +0.5% | +29.4% | -28.9% | -31.5% |
| 3Y | +135.9% | +94.9% | +41.1% | -1.9% |
| All | -11.2% | +35.3% | -46.5% | -45.8% |
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 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