-11.6%
SHOP vs FLNC
-70.4%
+58.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.5% | -0.7% | +1.2% |
| 7D | -11.2% | -4.1% | -7.2% | -10.6% |
| 30D | -14.4% | -24.8% | +10.4% | -9.5% |
| 3M | +16.6% | -59.1% | +75.7% | +37.2% |
| 6M | -0.6% | -42.0% | +41.4% | +1.4% |
| YTD | -20.0% | -49.8% | +29.8% | -18.8% |
| 1Y | -11.2% | +43.1% | -54.3% | -36.1% |
| 3Y | +99.5% | -61.0% | +160.4% | +65.2% |
| All | -11.6% | -70.4% | +58.8% | -36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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