+3,003.4%
SHOP vs FDS
+77.6%
+2,925.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -4.3% | -3.3% | -4.8% |
| 7D | -4.1% | -5.4% | +1.3% | -0.5% |
| 30D | -11.5% | +1.6% | -13.1% | -12.6% |
| 3M | +21.1% | +17.7% | +3.3% | +7.5% |
| 6M | +3.0% | +29.1% | -26.1% | -14.5% |
| YTD | -16.7% | +1.0% | -17.7% | -19.5% |
| 1Y | -8.3% | -21.6% | +13.3% | +3.5% |
| 3Y | +112.8% | -30.1% | +142.9% | +159.4% |
| 5Y | -9.3% | -20.7% | +11.5% | +4.7% |
| 10Y | +3,003.4% | +78.3% | +2,925.2% | +2,087.8% |
| All | +3,003.4% | +77.6% | +2,925.9% | +2,087.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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