-11.6%
SHOP vs FLUT
-65.6%
+53.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.4% | -4.1% | -5.0% |
| 7D | -10.6% | -2.6% | -8.0% | -9.8% |
| 30D | -18.3% | +5.4% | -23.7% | -20.2% |
| 3M | +14.8% | -10.8% | +25.6% | +18.7% |
| 6M | -5.0% | -9.2% | +4.2% | -3.0% |
| YTD | -21.2% | -53.8% | +32.6% | +8.5% |
| 1Y | -11.6% | -66.0% | +54.4% | +34.7% |
| All | -11.6% | -65.6% | +53.9% | +34.7% |
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