+135.9%
SHOP vs FGI
-16.0%
+151.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -25.2% | +25.4% | +0.5% |
| 7D | -1.2% | -14.4% | +13.2% | -1.1% |
| 30D | -14.7% | -11.8% | -3.0% | -14.7% |
| 3M | -7.2% | -46.2% | +39.0% | -6.7% |
| 6M | +54.2% | +5.2% | +49.0% | +52.5% |
| YTD | -8.6% | +10.5% | -19.1% | -9.5% |
| 1Y | +0.5% | +25.5% | -25.0% | -0.1% |
| 3Y | +135.9% | -16.0% | +151.9% | +145.1% |
| All | +135.9% | -16.0% | +151.9% | +145.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling