-6.3%
SHOP vs FLUT
-64.7%
+58.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.5% | -0.5% |
| 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% | +3.0% |
| 6M | +47.0% | -14.6% | +61.6% | +48.9% |
| YTD | -8.8% | -61.9% | +53.1% | +38.4% |
| 1Y | -6.3% | -65.0% | +58.8% | +48.1% |
| All | -6.3% | -64.7% | +58.5% | +48.1% |
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 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