+3,557.0%
SHOP vs FE
+110.9%
+3,446.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.7% | -1.6% |
| 7D | +2.8% | -0.5% | +3.4% | +3.0% |
| 30D | -14.2% | +4.3% | -18.5% | -15.3% |
| 3M | -5.5% | +0.4% | -5.9% | -5.7% |
| 6M | +32.8% | +6.9% | +25.8% | +29.6% |
| YTD | -8.9% | +8.0% | -16.9% | -11.6% |
| 1Y | -7.7% | +4.8% | -12.5% | -9.6% |
| 3Y | +139.0% | +49.0% | +90.1% | +104.3% |
| 5Y | -0.5% | +46.2% | -46.7% | -15.2% |
| 10Y | +3,557.0% | +120.9% | +3,436.1% | +3,158.4% |
| All | +3,557.0% | +110.9% | +3,446.1% | +3,158.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling