+3,003.4%
SHOP vs FLUT
-9.2%
+3,012.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +0.6% | -8.2% | -7.8% |
| 7D | -4.1% | +3.8% | -7.9% | -5.2% |
| 30D | -11.5% | +6.3% | -17.8% | -13.5% |
| 3M | +21.1% | -4.0% | +25.1% | +20.9% |
| 6M | +3.0% | -10.3% | +13.3% | +5.1% |
| YTD | -16.7% | -53.2% | +36.5% | +3.5% |
| 1Y | -8.3% | -65.0% | +56.8% | +23.9% |
| 3Y | +112.8% | -43.9% | +156.7% | +152.7% |
| 5Y | -9.3% | -49.2% | +40.0% | +0.1% |
| 10Y | +3,003.4% | -9.2% | +3,012.6% | +3,442.9% |
| All | +3,003.4% | -9.2% | +3,012.6% | +3,442.9% |
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