-4.6%
SHOP vs FICO
-58.2%
+53.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +3.7% |
| 7D | -5.4% | -0.9% | -4.5% | -5.3% |
| 30D | -10.3% | +3.3% | -13.7% | -11.8% |
| 3M | +1.0% | -31.7% | +32.7% | +9.6% |
| 6M | +41.2% | -34.0% | +75.2% | +54.9% |
| YTD | -7.5% | -58.3% | +50.8% | +17.7% |
| 1Y | -4.6% | -57.9% | +53.4% | +21.1% |
| All | -4.6% | -58.2% | +53.6% | +21.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling