+67.3%
SHOP vs FGI
-68.3%
+135.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.9% | -4.1% | +1.6% |
| 7D | -2.5% | +6.9% | -9.3% | -2.7% |
| 30D | -16.7% | +3.9% | -20.6% | -16.9% |
| 3M | -2.2% | +74.3% | -76.5% | -5.6% |
| 6M | +45.6% | +28.9% | +16.6% | +41.1% |
| YTD | -7.3% | +39.1% | -46.4% | -11.5% |
| 1Y | -6.1% | +49.3% | -55.4% | -11.0% |
| 3Y | +143.3% | +5.7% | +137.6% | +127.9% |
| All | +67.3% | -68.3% | +135.5% | +82.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling