+3,663.5%
SHOP vs FICO
+544.1%
+3,119.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.1% | +2.0% |
| 7D | -2.5% | +4.0% | -6.4% | -4.7% |
| 30D | -16.7% | -1.5% | -15.2% | -17.2% |
| 3M | -2.2% | -29.8% | +27.6% | +11.2% |
| 6M | +45.6% | -33.3% | +78.8% | +67.6% |
| YTD | -7.3% | -56.9% | +49.6% | +38.3% |
| 1Y | -6.1% | -59.5% | +53.4% | +45.6% |
| 3Y | +143.3% | -26.9% | +170.2% | +119.3% |
| 5Y | +0.2% | +92.9% | -92.8% | -56.9% |
| 10Y | +3,663.5% | +539.5% | +3,124.0% | +488.8% |
| All | +3,663.5% | +544.1% | +3,119.4% | +488.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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