-4.9%
SHOP vs FTV
+37.8%
-42.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.3% | +5.0% | +6.4% |
| 7D | -9.0% | +6.6% | -15.6% | -11.3% |
| 30D | -4.4% | +19.1% | -23.5% | -11.0% |
| 3M | +24.1% | +13.1% | +11.0% | +18.0% |
| 6M | +20.0% | +14.0% | +6.0% | +13.5% |
| YTD | -4.9% | +24.2% | -29.1% | -9.5% |
| 1Y | -4.9% | +36.4% | -41.3% | -15.6% |
| All | -4.9% | +37.8% | -42.7% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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