-1.7%
SHOP vs FRMI
-89.6%
+88.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +26.7% | -26.5% | -1.0% |
| 7D | -1.2% | +66.2% | -67.5% | -3.7% |
| 30D | -14.7% | -17.4% | +2.7% | -14.6% |
| 3M | -7.2% | -60.5% | +53.2% | -5.0% |
| 6M | +54.2% | -56.5% | +110.7% | +54.8% |
| YTD | -8.6% | -67.4% | +58.8% | -7.2% |
| 1Y | +0.5% | -85.1% | +85.6% | +4.7% |
| All | -1.7% | -89.6% | +88.0% | +4.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling