-15.7%
SHOP vs FLR
+245.1%
-260.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.2% | -2.3% | -4.3% |
| 7D | -10.6% | -3.1% | -7.5% | -9.6% |
| 30D | -18.3% | +4.9% | -23.2% | -20.0% |
| 3M | +14.8% | +10.8% | +4.0% | +7.6% |
| 6M | -5.0% | +19.7% | -24.7% | -15.7% |
| YTD | -21.2% | +38.4% | -59.6% | -34.6% |
| 1Y | -11.6% | +34.7% | -46.3% | -26.0% |
| 3Y | +101.2% | +56.7% | +44.6% | +47.5% |
| 5Y | -15.7% | +241.6% | -257.3% | -55.4% |
| All | -15.7% | +245.1% | -260.8% | -55.4% |
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