-4.6%
SHOP vs FIVE
+55.9%
-60.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +3.7% |
| 7D | -5.4% | -0.3% | -5.2% | -5.2% |
| 30D | -10.3% | +17.7% | -28.0% | -14.8% |
| 3M | +1.0% | +4.0% | -3.0% | -0.9% |
| 6M | +41.2% | +2.6% | +38.6% | +38.8% |
| YTD | -7.5% | +27.6% | -35.1% | -19.0% |
| 1Y | -4.6% | +59.9% | -64.5% | -26.9% |
| All | -4.6% | +55.9% | -60.4% | -26.9% |
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