-2.9%
SHOP vs FDX
+72.6%
-75.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.7% | +6.3% | +5.2% |
| 7D | -5.4% | -1.6% | -3.8% | -4.5% |
| 30D | -10.3% | +6.6% | -16.9% | -13.7% |
| 3M | +1.0% | -2.1% | +3.1% | +2.0% |
| 6M | +41.2% | +2.2% | +39.1% | +38.0% |
| YTD | -7.5% | +33.9% | -41.4% | -25.9% |
| 1Y | -4.6% | +50.2% | -54.8% | -29.3% |
| 3Y | +146.4% | +65.5% | +80.9% | +60.7% |
| All | -2.9% | +72.6% | -75.5% | -40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling