+2,941.1%
SHOP vs FTI
+301.2%
+2,639.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.7% | +0.3% |
| 7D | -13.2% | -5.6% | -7.6% | -12.4% |
| 30D | -17.0% | +0.4% | -17.5% | -17.1% |
| 3M | +17.0% | +8.1% | +8.9% | +15.2% |
| 6M | -2.1% | +16.7% | -18.8% | -5.2% |
| YTD | -21.4% | +70.0% | -91.3% | -28.5% |
| 1Y | -11.0% | +85.4% | -96.4% | -20.4% |
| 3Y | +100.9% | +265.9% | -165.0% | +61.6% |
| 5Y | -14.7% | +1,072.7% | -1,087.4% | -41.1% |
| All | +2,941.1% | +301.2% | +2,639.9% | +2,309.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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