+3,596.7%
SHOP vs FTV
+107.0%
+3,489.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.9% | -4.5% | -4.3% |
| 7D | +2.8% | +1.4% | +1.5% | +1.9% |
| 30D | -14.2% | +18.3% | -32.5% | -24.6% |
| 3M | -5.5% | +9.8% | -15.3% | -12.2% |
| 6M | +32.8% | +12.3% | +20.5% | +20.4% |
| YTD | -8.9% | +23.1% | -32.0% | -24.3% |
| 1Y | -7.7% | +32.5% | -40.3% | -27.8% |
| 3Y | +139.0% | +38.3% | +100.7% | +83.7% |
| 5Y | -0.5% | +16.8% | -17.4% | -13.7% |
| All | +3,596.7% | +107.0% | +3,489.7% | +2,283.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling