-5.9%
SHOP vs FICO
+84.1%
-90.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.9% | -7.0% | -6.5% |
| 7D | -13.9% | -0.3% | -13.6% | -13.9% |
| 30D | -12.6% | +1.7% | -14.3% | -14.8% |
| 3M | -0.3% | -35.2% | +34.9% | +17.2% |
| 6M | +33.6% | -33.7% | +67.2% | +52.5% |
| YTD | -10.7% | -58.2% | +47.5% | +32.5% |
| 1Y | -11.8% | -56.6% | +44.8% | +26.9% |
| 3Y | +133.9% | -24.0% | +157.8% | +88.0% |
| 5Y | -5.9% | +86.1% | -92.0% | -62.0% |
| All | -5.9% | +84.1% | -90.0% | -62.0% |
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 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