-6.3%
SHOP vs FGI
+51.2%
-57.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.2% | -7.8% | -1.9% |
| 7D | +2.1% | +13.5% | -11.4% | +1.7% |
| 30D | -16.8% | +17.1% | -34.0% | -17.4% |
| 3M | -2.4% | +78.0% | -80.4% | -6.6% |
| 6M | +47.0% | +46.4% | +0.6% | +40.9% |
| YTD | -8.8% | +47.7% | -56.5% | -13.4% |
| 1Y | -6.3% | +56.8% | -63.1% | -12.7% |
| All | -6.3% | +51.2% | -57.4% | -12.7% |
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