+8,434.7%
SHOP vs FTI
+182.3%
+8,252.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | -5.1% | +5.3% | -10.4% | -6.0% |
| 30D | +0.6% | +15.3% | -14.7% | -2.0% |
| 3M | +25.0% | +15.8% | +9.3% | +21.2% |
| 6M | +11.9% | +22.6% | -10.7% | +6.9% |
| YTD | -9.9% | +79.5% | -89.4% | -20.1% |
| 1Y | 0.0% | +102.0% | -102.1% | -13.6% |
| 3Y | +117.5% | +315.8% | -198.3% | +64.8% |
| 5Y | -6.6% | +1,129.5% | -1,136.2% | -41.5% |
| 10Y | +3,320.3% | +320.9% | +2,999.4% | +2,350.1% |
| All | +8,434.7% | +182.3% | +8,252.5% | +9,296.1% |
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