+2,993.7%
SHOP vs FANG
+182.5%
+2,811.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | -11.2% | +2.9% | -14.1% | -11.6% |
| 30D | -14.4% | +2.6% | -17.0% | -14.8% |
| 3M | +16.6% | +7.6% | +9.0% | +14.6% |
| 6M | -0.6% | +17.3% | -17.9% | -4.0% |
| YTD | -20.0% | +38.7% | -58.7% | -25.1% |
| 1Y | -11.2% | +51.6% | -62.8% | -18.3% |
| 3Y | +99.5% | +50.0% | +49.5% | +83.2% |
| 5Y | -13.2% | +237.6% | -250.8% | -29.0% |
| All | +2,993.7% | +182.5% | +2,811.2% | +2,562.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 10y: compounded portfolio wealth divided by compounded FANG 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…
10y analysis · Full analysis span regression · 6 months rolling