+124.0%
SHOP vs FTV
-0.9%
+124.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.4% | +0.3% |
| 7D | -5.1% | -4.5% | -0.6% | -1.4% |
| 30D | +0.6% | -7.1% | +7.6% | +6.8% |
| 3M | +25.0% | -7.2% | +32.2% | +32.1% |
| 6M | +11.9% | -1.5% | +13.4% | +11.5% |
| YTD | -9.9% | +3.5% | -13.3% | -14.9% |
| 1Y | 0.0% | +20.3% | -20.4% | -19.6% |
| All | +124.0% | -0.9% | +124.9% | +132.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling