+8,901.8%
SHOP vs FICO
+698.0%
+8,203.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -3.2% | +10.6% | +9.2% |
| 7D | -9.0% | +0.4% | -9.4% | -9.4% |
| 30D | -4.4% | +1.7% | -6.1% | -7.1% |
| 3M | +24.1% | -33.0% | +57.2% | +44.8% |
| 6M | +20.0% | -33.9% | +53.8% | +38.4% |
| YTD | -4.9% | -58.5% | +53.6% | +43.2% |
| 1Y | -4.9% | -56.4% | +51.4% | +37.6% |
| 3Y | +149.0% | -24.7% | +173.6% | +122.8% |
| 5Y | -0.7% | +83.1% | -83.8% | -52.4% |
| 10Y | +3,808.8% | +517.2% | +3,291.6% | +844.1% |
| All | +8,901.8% | +698.0% | +8,203.7% | +1,877.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling