+4,776.2%
SHOP vs FTV
+127.5%
+4,648.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.6% |
| 7D | -2.5% | -0.7% | -1.8% | -1.9% |
| 30D | -16.7% | +18.3% | -35.1% | -26.7% |
| 3M | -2.2% | +10.2% | -12.4% | -9.3% |
| 6M | +45.6% | +12.8% | +32.7% | +31.8% |
| YTD | -7.3% | +23.4% | -30.6% | -22.8% |
| 1Y | -6.1% | +31.4% | -37.5% | -25.7% |
| 3Y | +143.3% | +38.7% | +104.7% | +87.6% |
| 5Y | +0.2% | +18.6% | -18.4% | -13.4% |
| 10Y | +3,663.5% | +110.1% | +3,553.3% | +2,282.3% |
| All | +4,776.2% | +127.5% | +4,648.7% | +2,801.0% |
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 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