-4.9%
SHOP vs FLUT
-63.1%
+58.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -2.3% | +9.7% | +8.0% |
| 7D | -9.0% | +4.2% | -13.2% | -10.2% |
| 30D | -4.4% | +8.0% | -12.4% | -7.1% |
| 3M | +24.1% | -22.1% | +46.2% | +33.2% |
| 6M | +20.0% | -21.7% | +41.7% | +27.5% |
| YTD | -4.9% | -62.0% | +57.0% | +41.0% |
| 1Y | -4.9% | -63.2% | +58.2% | +42.8% |
| All | -4.9% | -63.1% | +58.2% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 1y: compounded portfolio wealth divided by compounded FLUT 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…
1y analysis · Full analysis span regression · 6 months rolling