+112.8%
SHOP vs FND
-49.6%
+162.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -4.6% | -3.0% | -5.6% |
| 7D | -4.1% | +0.4% | -4.5% | -4.1% |
| 30D | -11.5% | -23.6% | +12.0% | -1.2% |
| 3M | +21.1% | +4.3% | +16.7% | +17.8% |
| 6M | +3.0% | -20.3% | +23.3% | +11.6% |
| YTD | -16.7% | -21.3% | +4.6% | -10.3% |
| 1Y | -8.3% | -45.4% | +37.1% | +15.4% |
| 3Y | +112.8% | -48.9% | +161.7% | +143.4% |
| All | +112.8% | -49.6% | +162.4% | +143.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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