-5.6%
SHOP vs FIVE
+31.2%
-36.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.1% | -5.6% | -3.5% |
| 7D | -5.1% | +4.3% | -9.4% | -7.6% |
| 30D | +0.6% | +12.5% | -11.9% | -6.8% |
| 3M | +25.0% | +31.2% | -6.2% | +5.5% |
| 6M | +11.9% | +14.4% | -2.5% | +0.5% |
| YTD | -9.9% | +33.9% | -43.8% | -26.4% |
| 1Y | 0.0% | +65.1% | -65.1% | -28.6% |
| 3Y | +117.5% | +49.0% | +68.5% | +51.0% |
| All | -5.6% | +31.2% | -36.8% | -34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling