-7.8%
SHOP vs FTV
+32.5%
-40.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.9% | -4.5% | -4.0% |
| 7D | +2.8% | +1.4% | +1.5% | +2.3% |
| 30D | -14.2% | +18.3% | -32.5% | -20.0% |
| 3M | -5.5% | +9.8% | -15.3% | -9.2% |
| 6M | +32.8% | +12.3% | +20.5% | +26.3% |
| YTD | -8.9% | +23.1% | -32.0% | -13.1% |
| All | -7.8% | +32.5% | -40.3% | -18.0% |
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