+124.0%
SHOP vs FDX
+65.3%
+58.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | 0.0% | -0.3% |
| 7D | -5.1% | -2.5% | -2.6% | -4.0% |
| 30D | +0.6% | +3.8% | -3.2% | -1.1% |
| 3M | +25.0% | -1.3% | +26.3% | +25.2% |
| 6M | +11.9% | +5.0% | +6.9% | +7.6% |
| YTD | -9.9% | +39.6% | -49.5% | -26.5% |
| 1Y | 0.0% | +81.1% | -81.2% | -30.1% |
| All | +124.0% | +65.3% | +58.7% | +44.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling