-13.0%
SHOP vs FLNC
-69.8%
+56.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -8.3% | +2.9% | -3.7% |
| 7D | -10.6% | -4.2% | -6.5% | -10.0% |
| 30D | -18.3% | -20.0% | +1.7% | -14.7% |
| 3M | +14.8% | -56.9% | +71.7% | +33.3% |
| 6M | -5.0% | -35.5% | +30.5% | -5.7% |
| YTD | -21.2% | -48.8% | +27.6% | -20.3% |
| 1Y | -11.6% | +49.3% | -60.9% | -37.1% |
| 3Y | +101.2% | -61.8% | +163.0% | +68.5% |
| All | -13.0% | -69.8% | +56.8% | -37.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling