-2.2%
SHOP vs FN
+206.7%
-208.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +11.9% | -9.7% | -1.3% |
| 7D | -2.7% | +16.3% | -18.9% | -8.2% |
| 30D | -11.0% | -24.7% | +13.7% | -4.9% |
| 3M | +0.3% | -34.9% | +35.3% | +10.0% |
| 6M | +37.7% | -41.1% | +78.8% | +49.4% |
| YTD | -5.5% | -19.6% | +14.1% | -13.5% |
| 1Y | -0.2% | -18.5% | +18.3% | -10.1% |
| 3Y | +151.9% | +119.1% | +32.8% | +25.3% |
| 5Y | -2.2% | +206.9% | -209.1% | -67.2% |
| All | -2.2% | +206.7% | -208.9% | -67.2% |
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