+8,434.7%
SHOP vs FLUT
+17.5%
+8,417.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.6% | 0.0% |
| 7D | -5.1% | -1.6% | -3.5% | -4.7% |
| 30D | +0.6% | +7.7% | -7.2% | -1.6% |
| 3M | +25.0% | -0.7% | +25.7% | +23.8% |
| 6M | +11.9% | -11.2% | +23.1% | +14.2% |
| YTD | -9.9% | -53.4% | +43.6% | +8.2% |
| 1Y | 0.0% | -65.8% | +65.7% | +29.1% |
| 3Y | +117.5% | -44.9% | +162.4% | +152.9% |
| 5Y | -6.6% | -49.7% | +43.0% | +2.3% |
| 10Y | +3,320.3% | -9.7% | +3,330.0% | +3,607.3% |
| All | +8,434.7% | +17.5% | +8,417.2% | +9,142.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling