+0.2%
SHOP vs FLR
+127.2%
-127.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.5% | +1.7% |
| 7D | -2.5% | +6.3% | -8.8% | -4.7% |
| 30D | -16.7% | +1.8% | -18.5% | -17.5% |
| 3M | -2.2% | -4.4% | +2.2% | -1.5% |
| 6M | +45.6% | +15.9% | +29.7% | +31.7% |
| YTD | -7.3% | +27.7% | -35.0% | -21.5% |
| 1Y | -6.1% | +11.6% | -17.7% | -15.6% |
| 3Y | +143.3% | +39.9% | +103.5% | +82.7% |
| 5Y | +0.2% | +127.5% | -127.4% | -41.8% |
| All | +0.2% | +127.2% | -127.0% | -41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling