+3,291.5%
SHOP vs FICO
+606.0%
+2,685.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -16.7% | +16.1% | +10.1% |
| 7D | -5.1% | -19.2% | +14.1% | +7.3% |
| 30D | +0.6% | -14.6% | +15.2% | +9.0% |
| 3M | +25.0% | -20.1% | +45.1% | +39.4% |
| 6M | +11.9% | -36.3% | +48.2% | +40.5% |
| YTD | -9.9% | -44.9% | +35.0% | +24.3% |
| 1Y | 0.0% | -38.6% | +38.6% | +23.3% |
| 3Y | +117.5% | +4.0% | +113.5% | +66.7% |
| 5Y | -6.6% | +99.5% | -106.2% | -56.7% |
| All | +3,291.5% | +606.0% | +2,685.5% | +453.8% |
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