-12.1%
SHOP vs FIVE
+18.5%
-30.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.2% | -0.8% |
| 7D | +2.1% | +2.4% | -0.3% | +0.6% |
| 30D | -16.8% | +15.8% | -32.7% | -23.6% |
| 3M | -2.4% | +3.8% | -6.2% | -5.5% |
| 6M | +47.0% | +18.5% | +28.5% | +29.6% |
| YTD | -8.8% | +31.2% | -40.0% | -25.0% |
| 1Y | -6.3% | +61.8% | -68.1% | -32.2% |
| 3Y | +139.3% | +39.9% | +99.4% | +74.2% |
| 5Y | -12.1% | +18.3% | -30.4% | -34.9% |
| All | -12.1% | +18.5% | -30.6% | -34.9% |
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 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