-11.6%
SHOP vs FTI
+97.6%
-109.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.0% | -5.5% |
| 7D | -10.6% | -2.3% | -8.3% | -11.0% |
| 30D | -18.3% | +5.0% | -23.3% | -17.5% |
| 3M | +14.8% | +13.8% | +1.0% | +18.0% |
| 6M | -5.0% | +22.9% | -27.9% | -3.5% |
| YTD | -21.2% | +75.0% | -96.2% | -19.5% |
| 1Y | -11.6% | +96.9% | -108.5% | -16.0% |
| All | -11.6% | +97.6% | -109.2% | -16.0% |
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