+8,659.4%
SHOP vs FE
+108.8%
+8,550.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.4% | +5.0% | +4.0% |
| 7D | -5.4% | -1.0% | -4.4% | -5.2% |
| 30D | -10.3% | +4.1% | -14.5% | -11.4% |
| 3M | +1.0% | -1.0% | +2.0% | +1.2% |
| 6M | +41.2% | +4.0% | +37.2% | +39.1% |
| YTD | -7.5% | +6.8% | -14.3% | -9.9% |
| 1Y | -4.6% | +5.3% | -9.9% | -6.6% |
| 3Y | +146.4% | +44.6% | +101.8% | +114.2% |
| 5Y | -2.5% | +44.2% | -46.8% | -15.9% |
| 10Y | +3,703.6% | +107.3% | +3,596.3% | +3,028.1% |
| All | +8,659.4% | +108.8% | +8,550.7% | +6,711.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling