+4,695.2%
SHOP vs FTV
+127.3%
+4,567.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.6% |
| 7D | +2.1% | +3.7% | -1.6% | -0.7% |
| 30D | -16.8% | +16.8% | -33.7% | -26.1% |
| 3M | -2.4% | +10.4% | -12.8% | -9.6% |
| 6M | +47.0% | +12.8% | +34.2% | +33.1% |
| YTD | -8.8% | +23.3% | -32.1% | -24.1% |
| 1Y | -6.3% | +31.0% | -37.2% | -25.7% |
| 3Y | +139.3% | +38.6% | +100.7% | +84.6% |
| 5Y | -12.1% | +17.6% | -29.6% | -23.7% |
| 10Y | +3,601.0% | +110.0% | +3,490.9% | +2,243.8% |
| All | +4,695.2% | +127.3% | +4,567.8% | +2,754.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling