+8,434.7%
SHOP vs FFIV
+207.1%
+8,227.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | -5.1% | -1.0% | -4.2% | -4.6% |
| 30D | +0.6% | -5.1% | +5.7% | +3.5% |
| 3M | +25.0% | -4.5% | +29.5% | +27.6% |
| 6M | +11.9% | +36.5% | -24.6% | -11.3% |
| YTD | -9.9% | +53.0% | -62.8% | -33.8% |
| 1Y | 0.0% | +24.2% | -24.3% | -17.0% |
| 3Y | +117.5% | +137.2% | -19.7% | +18.9% |
| 5Y | -6.6% | +91.8% | -98.4% | -40.9% |
| 10Y | +3,320.3% | +215.2% | +3,105.1% | +1,560.9% |
| All | +8,434.7% | +207.1% | +8,227.6% | +4,287.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling