-4.9%
SHOP vs FDX
+65.6%
-70.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.6% | +3.8% | +6.9% |
| 7D | -9.0% | +8.1% | -17.2% | -9.7% |
| 30D | -4.4% | +13.9% | -18.3% | -5.7% |
| 3M | +24.1% | +5.5% | +18.6% | +24.1% |
| 6M | +20.0% | +15.1% | +4.8% | +20.1% |
| YTD | -4.9% | +43.2% | -48.1% | -10.8% |
| 1Y | -4.9% | +65.0% | -70.0% | -10.3% |
| All | -4.9% | +65.6% | -70.5% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 1y: compounded portfolio wealth divided by compounded FDX 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…
1y analysis · Full analysis span regression · 6 months rolling