-8.3%
SHOP vs FDX
+74.0%
-82.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.6% | -5.0% | -7.1% |
| 7D | -4.1% | -3.3% | -0.8% | -3.5% |
| 30D | -11.5% | -1.4% | -10.1% | -11.1% |
| 3M | +21.1% | -4.5% | +25.6% | +22.2% |
| 6M | +3.0% | +9.4% | -6.4% | +0.5% |
| YTD | -16.7% | +36.0% | -52.7% | -25.0% |
| 1Y | -8.3% | +75.5% | -83.8% | -19.8% |
| All | -8.3% | +74.0% | -82.3% | -19.8% |
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