-13.6%
SHOP vs FRSH
-72.6%
+58.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | -13.2% | -11.2% | -2.1% | -7.0% |
| 30D | -17.0% | -0.8% | -16.2% | -16.9% |
| 3M | +17.0% | +26.4% | -9.4% | +1.2% |
| 6M | -2.1% | +48.4% | -50.5% | -23.3% |
| YTD | -21.4% | -3.1% | -18.2% | -22.6% |
| 1Y | -11.0% | -8.7% | -2.3% | -9.6% |
| 3Y | +100.9% | -45.8% | +146.7% | +160.7% |
| All | -13.6% | -72.6% | +58.9% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 5y: compounded portfolio wealth divided by compounded FRSH 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…
5y analysis · Full analysis span regression · 6 months rolling