+3,772.8%
SHOP vs FDX
+152.0%
+3,620.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.6% | -1.1% |
| 7D | +2.1% | +0.8% | +1.3% | +1.6% |
| 30D | -16.8% | +9.9% | -26.7% | -20.7% |
| 3M | -2.4% | -1.9% | -0.5% | -1.7% |
| 6M | +47.0% | +6.1% | +40.9% | +41.7% |
| YTD | -8.8% | +38.8% | -47.6% | -24.9% |
| 1Y | -6.3% | +50.0% | -56.3% | -25.8% |
| 3Y | +139.3% | +71.0% | +68.2% | +71.6% |
| 5Y | -12.1% | +72.5% | -84.6% | -38.4% |
| All | +3,772.8% | +152.0% | +3,620.8% | +2,123.5% |
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