-8.5%
SHOP vs FRSH
-72.0%
+63.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -4.9% | -2.6% | -4.7% |
| 7D | -4.1% | -10.1% | +6.0% | +2.0% |
| 30D | -11.5% | +2.2% | -13.7% | -12.9% |
| 3M | +21.1% | +28.6% | -7.5% | +3.6% |
| 6M | +3.0% | +40.2% | -37.2% | -16.7% |
| YTD | -16.7% | -1.2% | -15.5% | -19.0% |
| 1Y | -8.3% | -7.9% | -0.4% | -7.4% |
| 3Y | +112.8% | -44.7% | +157.6% | +173.0% |
| All | -8.5% | -72.0% | +63.5% | +10.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling