+66.9%
SHOP vs FGI
-70.6%
+137.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.8% | +4.4% | +3.6% |
| 7D | -5.4% | -7.0% | +1.5% | -5.3% |
| 30D | -10.3% | -4.2% | -6.1% | -10.3% |
| 3M | +1.0% | +55.6% | -54.6% | -2.2% |
| 6M | +41.2% | -3.2% | +44.4% | +38.0% |
| YTD | -7.5% | +29.1% | -36.6% | -11.6% |
| 1Y | -4.6% | +51.0% | -55.5% | -9.5% |
| 3Y | +146.4% | +1.5% | +144.9% | +129.6% |
| All | +66.9% | -70.6% | +137.4% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling