+3,569.5%
SHOP vs FE
+107.2%
+3,462.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +3.7% |
| 7D | -5.4% | 0.0% | -5.4% | -5.4% |
| 30D | -10.3% | +5.2% | -15.5% | -11.7% |
| 3M | +1.0% | 0.0% | +1.0% | +0.9% |
| 6M | +41.2% | +5.0% | +36.2% | +38.6% |
| YTD | -7.5% | +7.9% | -15.4% | -10.2% |
| 1Y | -4.6% | +6.3% | -10.9% | -7.0% |
| 3Y | +146.4% | +46.0% | +100.4% | +112.1% |
| 5Y | -2.5% | +45.6% | -48.2% | -16.8% |
| All | +3,569.5% | +107.2% | +3,462.4% | +3,208.8% |
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