+3,772.8%
SHOP vs FE
+123.7%
+3,649.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.6% |
| 7D | +2.1% | -0.3% | +2.4% | +2.2% |
| 30D | -16.8% | +3.9% | -20.7% | -17.8% |
| 3M | -2.4% | -0.1% | -2.3% | -2.5% |
| 6M | +47.0% | +6.1% | +40.9% | +43.9% |
| YTD | -8.8% | +8.1% | -16.9% | -11.5% |
| 1Y | -6.3% | +4.4% | -10.7% | -8.1% |
| 3Y | +139.3% | +49.0% | +90.3% | +104.5% |
| 5Y | -12.1% | +46.1% | -58.2% | -25.0% |
| All | +3,772.8% | +123.7% | +3,649.1% | +3,346.2% |
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