+8,434.7%
SHOP vs FLR
+6.2%
+8,428.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.1% |
| 7D | -5.1% | +5.4% | -10.5% | -6.0% |
| 30D | +0.6% | +11.4% | -10.8% | -1.8% |
| 3M | +25.0% | +11.4% | +13.6% | +21.4% |
| 6M | +11.9% | +16.6% | -4.7% | +6.9% |
| YTD | -9.9% | +41.7% | -51.6% | -17.0% |
| 1Y | 0.0% | +35.4% | -35.5% | -7.1% |
| 3Y | +117.5% | +57.3% | +60.2% | +95.6% |
| 5Y | -6.6% | +241.0% | -247.6% | -23.6% |
| 10Y | +3,320.3% | +16.6% | +3,303.7% | +3,310.2% |
| All | +8,434.7% | +6.2% | +8,428.5% | +8,680.7% |
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