+2,993.7%
SHOP vs FLR
+19.7%
+2,973.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.5% |
| 7D | -11.2% | -3.5% | -7.7% | -10.7% |
| 30D | -14.4% | +4.2% | -18.5% | -15.0% |
| 3M | +16.6% | +8.1% | +8.5% | +14.0% |
| 6M | -0.6% | +21.5% | -22.1% | -5.3% |
| YTD | -20.0% | +36.8% | -56.8% | -25.4% |
| 1Y | -11.2% | +31.2% | -42.4% | -16.6% |
| 3Y | +99.5% | +53.9% | +45.6% | +82.0% |
| 5Y | -13.2% | +243.0% | -256.3% | -26.7% |
| All | +2,993.7% | +19.7% | +2,973.9% | +2,949.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling