+3,003.4%
SHOP vs FLEX
+1,059.7%
+1,943.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +4.4% | -12.0% | -9.2% |
| 7D | -4.1% | +7.0% | -11.1% | -6.6% |
| 30D | -11.5% | -5.8% | -5.7% | -10.1% |
| 3M | +21.1% | -24.2% | +45.3% | +29.5% |
| 6M | +3.0% | +90.8% | -87.8% | -31.9% |
| YTD | -16.7% | +89.2% | -105.9% | -45.3% |
| 1Y | -8.3% | +104.7% | -113.0% | -42.4% |
| 3Y | +112.8% | +478.1% | -365.3% | -19.0% |
| 5Y | -9.3% | +726.2% | -735.5% | -70.0% |
| 10Y | +3,003.4% | +1,060.6% | +1,942.9% | +697.6% |
| All | +3,003.4% | +1,059.7% | +1,943.7% | +697.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling