+3,772.8%
SHOP vs FLR
+8.6%
+3,764.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.3% |
| 7D | +2.1% | +10.1% | -8.0% | +0.5% |
| 30D | -16.8% | -0.5% | -16.4% | -16.9% |
| 3M | -2.4% | -4.8% | +2.4% | -2.0% |
| 6M | +47.0% | +10.7% | +36.3% | +42.5% |
| YTD | -8.8% | +25.0% | -33.8% | -13.9% |
| 1Y | -6.3% | +8.3% | -14.6% | -9.3% |
| 3Y | +139.3% | +36.8% | +102.5% | +121.5% |
| 5Y | -12.1% | +121.8% | -133.8% | -22.9% |
| All | +3,772.8% | +8.6% | +3,764.3% | +3,796.2% |
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