+8,534.1%
SHOP vs FTI
+129.5%
+8,404.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -0.9% | -1.5% |
| 7D | +2.1% | +5.4% | -3.3% | +1.2% |
| 30D | -16.8% | -8.2% | -8.6% | -15.7% |
| 3M | -2.4% | -13.7% | +11.3% | -0.2% |
| 6M | +47.0% | -11.2% | +58.2% | +48.8% |
| YTD | -8.8% | +46.0% | -54.8% | -16.4% |
| 1Y | -6.3% | +51.8% | -58.1% | -14.7% |
| 3Y | +139.3% | +206.7% | -67.4% | +90.8% |
| 5Y | -12.1% | +862.0% | -874.1% | -42.5% |
| 10Y | +3,601.0% | +182.3% | +3,418.7% | +2,900.7% |
| All | +8,534.1% | +129.5% | +8,404.6% | +9,728.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling