+18.7%
SHOP vs FIG
-71.6%
+90.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +3.8% | +0.7% |
| 7D | -5.1% | -16.3% | +11.2% | -0.4% |
| 30D | +0.6% | -14.3% | +14.9% | +3.9% |
| 3M | +25.0% | +7.2% | +17.9% | +20.3% |
| 6M | +11.9% | -18.6% | +30.5% | +13.3% |
| YTD | -9.9% | -35.5% | +25.6% | -6.4% |
| 1Y | 0.0% | -55.8% | +55.8% | +10.1% |
| All | +18.7% | -71.6% | +90.3% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 all: compounded portfolio wealth divided by compounded FIG 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…
all analysis · Full analysis span regression · 6 months rolling