-4.9%
SHOP vs FIVE
+63.3%
-68.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +6.7% | +0.6% | +4.9% |
| 7D | -9.0% | +7.5% | -16.5% | -11.2% |
| 30D | -4.4% | +16.7% | -21.1% | -9.4% |
| 3M | +24.1% | +13.4% | +10.7% | +17.7% |
| 6M | +20.0% | +9.0% | +10.9% | +14.9% |
| YTD | -4.9% | +33.8% | -38.7% | -18.8% |
| 1Y | -4.9% | +61.2% | -66.1% | -28.5% |
| All | -4.9% | +63.3% | -68.2% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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