+8,659.4%
SHOP vs FLEX
+642.6%
+8,016.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.6% | -1.0% | +1.9% |
| 7D | -5.4% | -19.3% | +13.9% | +1.1% |
| 30D | -10.3% | -41.5% | +31.2% | +7.0% |
| 3M | +1.0% | -43.1% | +44.1% | +20.7% |
| 6M | +41.2% | -48.2% | +89.4% | +67.0% |
| YTD | -7.5% | +15.5% | -23.0% | -28.9% |
| 1Y | -4.6% | +10.2% | -14.8% | -25.3% |
| 3Y | +146.4% | +256.8% | -110.4% | +9.9% |
| 5Y | -2.5% | +408.2% | -410.8% | -62.2% |
| 10Y | +3,703.6% | +580.9% | +3,122.7% | +1,090.0% |
| All | +8,659.4% | +642.6% | +8,016.8% | +951.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling