0.0%
SHOP vs FLEX
+102.8%
-102.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.6% |
| 7D | -5.1% | -0.9% | -4.2% | -5.1% |
| 30D | +0.6% | -10.1% | +10.7% | +0.8% |
| 3M | +25.0% | -31.3% | +56.4% | +27.1% |
| 6M | +11.9% | +71.3% | -59.4% | -9.5% |
| YTD | -9.9% | +81.2% | -91.1% | -29.6% |
| 1Y | 0.0% | +98.5% | -98.5% | -25.4% |
| All | 0.0% | +102.8% | -102.9% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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