-4.9%
SHOP vs FGI
+38.7%
-43.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -5.0% | +12.3% | +7.5% |
| 7D | -9.0% | +3.3% | -12.4% | -9.2% |
| 30D | -4.4% | -2.0% | -2.4% | -4.4% |
| 3M | +24.1% | +60.3% | -36.1% | +19.2% |
| 6M | +20.0% | +0.7% | +19.2% | +16.6% |
| YTD | -4.9% | +30.2% | -35.1% | -9.4% |
| 1Y | -4.9% | +44.4% | -49.3% | -10.1% |
| All | -4.9% | +38.7% | -43.6% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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