-6.3%
SHOP vs FN
-28.9%
+22.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +11.7% | -8.1% | +2.9% |
| 7D | -5.4% | 0.0% | -5.4% | -5.6% |
| 30D | -10.3% | -34.3% | +24.0% | -8.3% |
| 3M | +1.0% | -39.9% | +40.9% | +3.5% |
| 6M | +41.2% | -51.8% | +93.1% | +47.1% |
| YTD | -7.5% | -28.1% | +20.7% | -12.5% |
| All | -6.3% | -28.9% | +22.6% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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