+47.0%
SHOP vs FND
-0.3%
+47.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.4% | +2.7% | +0.3% |
| 7D | +2.1% | -5.1% | +7.2% | +4.5% |
| 30D | -16.8% | +9.2% | -26.0% | -19.9% |
| 3M | -2.4% | -17.7% | +15.3% | +5.6% |
| 6M | +47.0% | +2.5% | +44.5% | +45.4% |
| All | +47.0% | -0.3% | +47.3% | +45.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling