+3,772.8%
SHOP vs FLUT
-26.1%
+3,798.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.5% | -0.4% |
| 7D | +2.1% | -1.2% | +3.3% | +2.4% |
| 30D | -16.8% | +5.0% | -21.9% | -18.3% |
| 3M | -2.4% | -16.4% | +14.0% | +1.9% |
| 6M | +47.0% | -14.6% | +61.6% | +50.6% |
| YTD | -8.8% | -61.9% | +53.1% | +19.7% |
| 1Y | -6.3% | -65.0% | +58.8% | +26.1% |
| 3Y | +139.3% | -44.8% | +184.1% | +187.2% |
| 5Y | -12.1% | -49.9% | +37.8% | +1.1% |
| All | +3,772.8% | -26.1% | +3,798.9% | +4,626.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling