-9.3%
SHOP vs FND
-61.9%
+52.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -4.6% | -3.0% | -4.7% |
| 7D | -4.1% | +0.4% | -4.5% | -4.2% |
| 30D | -11.5% | -23.6% | +12.0% | +4.0% |
| 3M | +21.1% | +4.3% | +16.7% | +15.5% |
| 6M | +3.0% | -20.3% | +23.3% | +15.2% |
| YTD | -16.7% | -21.3% | +4.6% | -8.0% |
| 1Y | -8.3% | -45.4% | +37.1% | +27.5% |
| 3Y | +112.8% | -48.9% | +161.7% | +171.5% |
| 5Y | -9.3% | -61.0% | +51.8% | +38.6% |
| All | -9.3% | -61.9% | +52.6% | +38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling