-6.3%
SHOP vs FTI
+50.7%
-57.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -0.9% | -1.8% |
| 7D | +2.1% | +5.4% | -3.3% | +3.2% |
| 30D | -16.8% | -8.2% | -8.6% | -18.4% |
| 3M | -2.4% | -13.7% | +11.3% | -5.3% |
| 6M | +47.0% | -11.2% | +58.2% | +45.0% |
| YTD | -8.8% | +46.0% | -54.8% | -8.2% |
| 1Y | -6.3% | +51.8% | -58.1% | -9.7% |
| All | -6.3% | +50.7% | -57.0% | -9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling