+3,557.0%
SHOP vs FICO
+535.6%
+3,021.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.0% | -4.5% | -4.1% |
| 7D | +2.8% | +0.9% | +2.0% | +2.1% |
| 30D | -14.2% | +9.4% | -23.6% | -20.0% |
| 3M | -5.5% | -30.4% | +24.9% | +8.0% |
| 6M | +32.8% | -35.1% | +67.9% | +55.9% |
| YTD | -8.9% | -56.8% | +47.9% | +35.6% |
| 1Y | -7.7% | -58.4% | +50.7% | +40.5% |
| 3Y | +139.0% | -26.7% | +165.7% | +115.2% |
| 5Y | -0.5% | +88.0% | -88.6% | -56.4% |
| 10Y | +3,557.0% | +545.7% | +3,011.3% | +471.0% |
| All | +3,557.0% | +535.6% | +3,021.5% | +471.0% |
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