+2,989.4%
SHOP vs FTV
+78.2%
+2,911.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.2% | -4.2% | -4.5% |
| 7D | -10.6% | -1.3% | -9.4% | -9.7% |
| 30D | -18.3% | -9.5% | -8.8% | -11.7% |
| 3M | +14.8% | -10.9% | +25.7% | +25.0% |
| 6M | -5.0% | -0.6% | -4.4% | -5.6% |
| YTD | -21.2% | +1.4% | -22.7% | -23.8% |
| 1Y | -11.6% | +17.6% | -29.2% | -24.2% |
| 3Y | +101.2% | -3.3% | +104.5% | +104.2% |
| 5Y | -15.7% | -0.1% | -15.6% | -16.3% |
| 10Y | +2,989.4% | +82.5% | +2,906.9% | +2,245.7% |
| All | +2,989.4% | +78.2% | +2,911.2% | +2,245.7% |
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