-15.7%
SHOP vs FTI
+1,177.2%
-1,192.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.0% | -5.3% |
| 7D | -10.6% | -2.3% | -8.3% | -10.1% |
| 30D | -18.3% | +5.0% | -23.3% | -19.3% |
| 3M | +14.8% | +13.8% | +1.0% | +10.3% |
| 6M | -5.0% | +22.9% | -27.9% | -11.4% |
| YTD | -21.2% | +75.0% | -96.2% | -33.9% |
| 1Y | -11.6% | +96.9% | -108.5% | -28.7% |
| 3Y | +101.2% | +276.7% | -175.5% | +35.2% |
| 5Y | -15.7% | +1,157.0% | -1,172.7% | -58.6% |
| All | -15.7% | +1,177.2% | -1,192.9% | -58.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling