-9.3%
SHOP vs FTV
+4.3%
-13.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.8% | -6.8% | -6.8% |
| 7D | -4.1% | -0.4% | -3.7% | -3.6% |
| 30D | -11.5% | -8.3% | -3.2% | -2.7% |
| 3M | +21.1% | -7.4% | +28.5% | +30.3% |
| 6M | +3.0% | -1.2% | +4.2% | +1.8% |
| YTD | -16.7% | +2.7% | -19.4% | -23.0% |
| 1Y | -8.3% | +18.4% | -26.7% | -29.6% |
| 3Y | +112.8% | -2.0% | +114.9% | +106.2% |
| 5Y | -9.3% | +3.4% | -12.7% | -27.3% |
| All | -9.3% | +4.3% | -13.6% | -27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling