+8,659.4%
SHOP vs FDX
+155.4%
+8,504.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.7% | +6.3% | +5.0% |
| 7D | -5.4% | -1.6% | -3.8% | -4.6% |
| 30D | -10.3% | +6.6% | -16.9% | -13.2% |
| 3M | +1.0% | -2.1% | +3.1% | +1.9% |
| 6M | +41.2% | +2.2% | +39.1% | +38.6% |
| YTD | -7.5% | +33.9% | -41.4% | -22.7% |
| 1Y | -4.6% | +50.2% | -54.8% | -25.2% |
| 3Y | +146.4% | +65.5% | +80.9% | +78.4% |
| 5Y | -2.5% | +74.1% | -76.6% | -32.2% |
| 10Y | +3,703.6% | +156.7% | +3,546.9% | +1,849.5% |
| All | +8,659.4% | +155.4% | +8,504.0% | +3,937.8% |
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 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