-5.6%
SHOP vs FLEX
+657.3%
-662.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -1.2% |
| 7D | -5.1% | -0.9% | -4.2% | -4.7% |
| 30D | +0.6% | -10.1% | +10.7% | +4.8% |
| 3M | +25.0% | -31.3% | +56.4% | +42.0% |
| 6M | +11.9% | +71.3% | -59.4% | -33.8% |
| YTD | -9.9% | +81.2% | -91.1% | -49.8% |
| 1Y | 0.0% | +98.5% | -98.5% | -48.9% |
| 3Y | +117.5% | +428.2% | -310.7% | -54.0% |
| All | -5.6% | +657.3% | -662.9% | -87.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling