0.0%
SHOP vs FLR
+31.2%
-31.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.2% |
| 7D | -5.1% | +5.4% | -10.5% | -5.9% |
| 30D | +0.6% | +11.4% | -10.8% | -1.7% |
| 3M | +25.0% | +11.4% | +13.6% | +21.1% |
| 6M | +11.9% | +16.6% | -4.7% | +3.8% |
| YTD | -9.9% | +41.7% | -51.6% | -24.2% |
| 1Y | 0.0% | +35.4% | -35.5% | -15.0% |
| All | 0.0% | +31.2% | -31.3% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 1y: compounded portfolio wealth divided by compounded FLR 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…
1y analysis · Full analysis span regression · 6 months rolling