+8,524.1%
SHOP vs FDS
+119.8%
+8,404.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.4% |
| 7D | +2.8% | -2.0% | +4.8% | +4.1% |
| 30D | -14.2% | +13.5% | -27.7% | -21.3% |
| 3M | -5.5% | +15.2% | -20.7% | -15.2% |
| 6M | +32.8% | +47.0% | -14.3% | -0.1% |
| YTD | -8.9% | +13.9% | -22.8% | -19.8% |
| 1Y | -7.7% | +25.2% | -32.9% | -24.9% |
| 3Y | +139.0% | -25.3% | +164.4% | +175.7% |
| 5Y | -0.5% | -23.3% | +22.8% | +14.9% |
| 10Y | +3,557.0% | +126.0% | +3,431.0% | +1,986.0% |
| All | +8,524.1% | +119.8% | +8,404.4% | +4,661.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling