+135.9%
SHOP vs FLEX
+281.5%
-145.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.2% | +1.2% |
| 7D | -1.2% | +7.5% | -8.7% | -3.0% |
| 30D | -14.7% | -25.3% | +10.6% | -9.6% |
| 3M | -7.2% | -39.7% | +32.5% | +3.1% |
| 6M | +54.2% | -47.9% | +102.0% | +73.3% |
| YTD | -8.6% | +24.1% | -32.7% | -35.4% |
| 1Y | +0.5% | +26.0% | -25.4% | -30.0% |
| 3Y | +135.9% | +282.7% | -146.7% | -10.9% |
| All | +135.9% | +281.5% | -145.6% | -10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling