+3,663.5%
SHOP vs FE
+120.9%
+3,542.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | -2.5% | -0.4% | -2.1% | -2.3% |
| 30D | -16.7% | +3.6% | -20.3% | -17.6% |
| 3M | -2.2% | +0.3% | -2.5% | -2.4% |
| 6M | +45.6% | +6.4% | +39.2% | +42.4% |
| YTD | -7.3% | +8.1% | -15.4% | -10.0% |
| 1Y | -6.1% | +4.6% | -10.7% | -8.0% |
| 3Y | +143.3% | +49.1% | +94.2% | +108.0% |
| 5Y | +0.2% | +46.1% | -46.0% | -14.6% |
| 10Y | +3,663.5% | +122.7% | +3,540.8% | +3,241.9% |
| All | +3,663.5% | +120.9% | +3,542.6% | +3,241.9% |
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