+146.4%
SHOP vs FLUT
-52.0%
+198.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.5% | +5.1% | +4.2% |
| 7D | -5.4% | -1.1% | -4.4% | -5.1% |
| 30D | -10.3% | +7.7% | -18.0% | -13.8% |
| 3M | +1.0% | -12.2% | +13.2% | +5.1% |
| 6M | +41.2% | -17.6% | +58.8% | +48.1% |
| YTD | -7.5% | -62.0% | +54.5% | +44.5% |
| 1Y | -4.6% | -62.3% | +57.7% | +48.9% |
| 3Y | +146.4% | -52.0% | +198.4% | +288.6% |
| All | +146.4% | -52.0% | +198.4% | +288.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling