-2.9%
SHOP vs FICO
+81.4%
-84.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +3.8% |
| 7D | -5.4% | -0.9% | -4.5% | -5.2% |
| 30D | -10.3% | +3.3% | -13.7% | -13.3% |
| 3M | +1.0% | -31.7% | +32.7% | +15.3% |
| 6M | +41.2% | -34.0% | +75.2% | +61.7% |
| YTD | -7.5% | -58.3% | +50.8% | +37.6% |
| 1Y | -4.6% | -57.9% | +53.4% | +40.4% |
| 3Y | +146.4% | -24.1% | +170.5% | +97.5% |
| All | -2.9% | +81.4% | -84.4% | -60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling