+2,945.6%
SHOP vs FDX
+179.9%
+2,765.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.6% | -3.9% | -4.7% |
| 7D | -10.6% | -2.3% | -8.3% | -9.5% |
| 30D | -18.3% | -4.9% | -13.4% | -16.1% |
| 3M | +14.8% | -6.5% | +21.3% | +18.2% |
| 6M | -5.0% | +6.7% | -11.7% | -9.4% |
| YTD | -21.2% | +33.9% | -55.1% | -33.7% |
| 1Y | -11.6% | +72.2% | -83.8% | -35.0% |
| 3Y | +101.2% | +60.2% | +41.0% | +49.9% |
| 5Y | -15.7% | +62.9% | -78.6% | -39.3% |
| All | +2,945.6% | +179.9% | +2,765.7% | +1,470.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling