+8,524.1%
SHOP vs FDX
+164.8%
+8,359.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.8% | -3.7% |
| 7D | +2.8% | +0.5% | +2.4% | +2.7% |
| 30D | -14.2% | +9.5% | -23.7% | -18.1% |
| 3M | -5.5% | -1.3% | -4.2% | -5.1% |
| 6M | +32.8% | +5.5% | +27.3% | +28.2% |
| YTD | -8.9% | +38.9% | -47.8% | -25.3% |
| 1Y | -7.7% | +58.8% | -66.5% | -29.6% |
| 3Y | +139.0% | +71.1% | +67.9% | +70.1% |
| 5Y | -0.5% | +76.3% | -76.8% | -31.3% |
| 10Y | +3,557.0% | +153.4% | +3,403.6% | +1,800.8% |
| All | +8,524.1% | +164.8% | +8,359.3% | +3,802.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling