+20.6%
SHOP vs FPS
+24.3%
-3.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +3.1% | -10.6% | -7.5% |
| 7D | -4.1% | +10.4% | -14.5% | -3.9% |
| 30D | -11.5% | -16.5% | +5.0% | -12.0% |
| 3M | +21.1% | -45.5% | +66.6% | +21.3% |
| 6M | +3.0% | +2.1% | +0.9% | +1.7% |
| All | +20.6% | +24.3% | -3.7% | +20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling