+112.8%
SHOP vs USFR
+14.0%
+98.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | 0.0% | -7.6% | -7.4% |
| 7D | -4.1% | +0.1% | -4.2% | -3.8% |
| 30D | -11.5% | +0.3% | -11.8% | -10.4% |
| 3M | +21.1% | +1.0% | +20.1% | +25.7% |
| 6M | +3.0% | +1.9% | +1.1% | +10.3% |
| YTD | -16.7% | +2.7% | -19.3% | -9.6% |
| 1Y | -8.3% | +4.0% | -12.3% | +0.9% |
| 3Y | +112.8% | +14.0% | +98.8% | +237.2% |
| All | +112.8% | +14.0% | +98.8% | +237.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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