+8,552.4%
SHOP vs FLR
-7.4%
+8,559.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.4% |
| 7D | -1.2% | +5.4% | -6.6% | -2.2% |
| 30D | -14.7% | +2.8% | -17.6% | -15.2% |
| 3M | -7.2% | -6.4% | -0.8% | -6.5% |
| 6M | +54.2% | +8.8% | +45.4% | +49.6% |
| YTD | -8.6% | +23.6% | -32.2% | -14.0% |
| 1Y | +0.5% | +13.8% | -13.3% | -3.9% |
| 3Y | +135.9% | +36.5% | +99.5% | +117.0% |
| 5Y | -11.9% | +119.3% | -131.2% | -24.0% |
| 10Y | +3,608.8% | +8.0% | +3,600.8% | +3,593.7% |
| All | +8,552.4% | -7.4% | +8,559.7% | +8,996.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling