+3,647.2%
SHOP vs FDX
+160.0%
+3,487.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.5% | -1.4% | +0.4% |
| 7D | -2.7% | +0.2% | -2.8% | -2.7% |
| 30D | -11.0% | +9.3% | -20.3% | -14.9% |
| 3M | +0.3% | +0.5% | -0.2% | -0.1% |
| 6M | +37.7% | +5.3% | +32.4% | +33.2% |
| YTD | -5.5% | +38.6% | -44.1% | -22.1% |
| 1Y | -0.2% | +53.5% | -53.8% | -22.1% |
| 3Y | +151.9% | +74.2% | +77.7% | +79.1% |
| 5Y | -2.2% | +75.3% | -77.5% | -31.9% |
| 10Y | +3,647.2% | +156.3% | +3,490.9% | +2,141.5% |
| All | +3,647.2% | +160.0% | +3,487.1% | +2,141.5% |
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