-8.3%
SHOP vs FLEX
+104.3%
-112.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +4.4% | -12.0% | -7.7% |
| 7D | -4.1% | +7.0% | -11.1% | -4.3% |
| 30D | -11.5% | -5.8% | -5.7% | -11.4% |
| 3M | +21.1% | -24.2% | +45.3% | +22.2% |
| 6M | +3.0% | +90.8% | -87.8% | -18.8% |
| YTD | -16.7% | +89.2% | -105.9% | -35.0% |
| 1Y | -8.3% | +104.7% | -113.0% | -29.6% |
| All | -8.3% | +104.3% | -112.6% | -29.6% |
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 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