+8,434.7%
SHOP vs FICO
+961.3%
+7,473.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -16.7% | +16.1% | +9.8% |
| 7D | -5.1% | -19.2% | +14.1% | +6.8% |
| 30D | +0.6% | -14.6% | +15.2% | +8.8% |
| 3M | +25.0% | -20.1% | +45.1% | +39.0% |
| 6M | +11.9% | -36.3% | +48.2% | +39.5% |
| YTD | -9.9% | -44.9% | +35.0% | +23.0% |
| 1Y | 0.0% | -38.6% | +38.6% | +22.7% |
| 3Y | +117.5% | +4.0% | +113.5% | +71.4% |
| 5Y | -6.6% | +99.5% | -106.2% | -53.9% |
| 10Y | +3,320.3% | +604.7% | +2,715.6% | +689.9% |
| All | +8,434.7% | +961.3% | +7,473.4% | +1,598.3% |
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