-13.9%
SHOP vs FRMI
-78.1%
+64.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +1.7% |
| 7D | -11.2% | +7.4% | -18.7% | -11.5% |
| 30D | -14.4% | -27.6% | +13.3% | -13.6% |
| 3M | +16.6% | -20.9% | +37.4% | +16.4% |
| 6M | -0.6% | -36.6% | +36.0% | -0.3% |
| YTD | -20.0% | -31.3% | +11.3% | -20.2% |
| All | -13.9% | -78.1% | +64.2% | -9.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling