-4.9%
SHOP vs FRMI
-93.1%
+88.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -10.6% | +17.9% | +7.8% |
| 7D | -9.0% | -39.7% | +30.7% | -7.1% |
| 30D | -4.4% | -55.2% | +50.8% | -1.5% |
| 3M | +24.1% | -71.2% | +95.3% | +29.5% |
| 6M | +20.0% | -64.1% | +84.1% | +21.0% |
| YTD | -4.9% | -77.2% | +72.3% | -1.3% |
| 1Y | -4.9% | -93.2% | +88.2% | +7.5% |
| All | -4.9% | -93.1% | +88.2% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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