+7,347.1%
SHOP vs FANG
+248.1%
+7,098.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.4% |
| 7D | -13.2% | +1.2% | -14.4% | -13.4% |
| 30D | -17.0% | +2.4% | -19.4% | -17.5% |
| 3M | +17.0% | +5.1% | +11.9% | +15.3% |
| 6M | -2.1% | +16.4% | -18.6% | -5.7% |
| YTD | -21.4% | +39.0% | -60.3% | -27.0% |
| 1Y | -11.0% | +50.6% | -61.6% | -18.8% |
| 3Y | +100.9% | +46.9% | +54.0% | +83.3% |
| 5Y | -14.7% | +238.2% | -252.9% | -32.6% |
| 10Y | +2,984.8% | +181.3% | +2,803.5% | +2,248.1% |
| All | +7,347.1% | +248.1% | +7,098.9% | +6,521.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling