+15.8%
SHOP vs FPS
+22.4%
-6.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +9.0% | -7.2% | +1.9% |
| 7D | -11.2% | +1.5% | -12.7% | -11.2% |
| 30D | -14.4% | -16.9% | +2.5% | -14.9% |
| 3M | +16.6% | -45.3% | +61.9% | +16.8% |
| 6M | -0.6% | -10.3% | +9.8% | -3.0% |
| All | +15.8% | +22.4% | -6.6% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 10y: compounded portfolio wealth divided by compounded FPS 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…
10y analysis · Full analysis span regression · 6 months rolling