-5.6%
SHOP vs FN
+289.0%
-294.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.7% | -1.5% |
| 7D | -5.1% | -1.7% | -3.4% | -4.6% |
| 30D | +0.6% | -22.0% | +22.6% | +6.9% |
| 3M | +25.0% | -43.0% | +68.0% | +44.3% |
| 6M | +11.9% | -27.7% | +39.7% | +13.9% |
| YTD | -9.9% | -10.5% | +0.7% | -17.8% |
| 1Y | 0.0% | +12.5% | -12.5% | -18.3% |
| 3Y | +117.5% | +153.8% | -36.3% | +8.1% |
| All | -5.6% | +289.0% | -294.6% | -66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling