-11.6%
SHOP vs FTV
+17.4%
-29.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.2% | -4.2% | -4.9% |
| 7D | -10.6% | -1.3% | -9.4% | -10.0% |
| 30D | -18.3% | -9.5% | -8.8% | -14.7% |
| 3M | +14.8% | -10.9% | +25.7% | +20.3% |
| 6M | -5.0% | -0.6% | -4.4% | -5.3% |
| YTD | -21.2% | +1.4% | -22.7% | -19.4% |
| 1Y | -11.6% | +17.6% | -29.2% | -17.5% |
| All | -11.6% | +17.4% | -29.0% | -17.5% |
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