+8,434.7%
SHOP vs FE
+110.3%
+8,324.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | 0.0% | -0.4% |
| 7D | -5.1% | +1.9% | -7.0% | -5.6% |
| 30D | +0.6% | -1.2% | +1.8% | +0.9% |
| 3M | +25.0% | +3.5% | +21.5% | +23.5% |
| 6M | +11.9% | -6.1% | +18.0% | +13.5% |
| YTD | -9.9% | +7.6% | -17.5% | -12.3% |
| 1Y | 0.0% | +11.9% | -12.0% | -4.1% |
| 3Y | +117.5% | +48.4% | +69.1% | +87.5% |
| 5Y | -6.6% | +44.8% | -51.4% | -19.6% |
| 10Y | +3,320.3% | +115.9% | +3,204.4% | +2,690.0% |
| All | +8,434.7% | +110.3% | +8,324.4% | +6,525.5% |
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