+8,355.9%
SHOP vs FICO
+705.3%
+7,650.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.9% | -7.0% | -6.6% |
| 7D | -13.9% | -0.3% | -13.6% | -14.0% |
| 30D | -12.6% | +1.7% | -14.3% | -15.1% |
| 3M | -0.3% | -35.2% | +34.9% | +18.3% |
| 6M | +33.6% | -33.7% | +67.2% | +53.9% |
| YTD | -10.7% | -58.2% | +47.5% | +33.8% |
| 1Y | -11.8% | -56.6% | +44.8% | +28.2% |
| 3Y | +133.9% | -24.0% | +157.8% | +108.1% |
| 5Y | -5.9% | +86.1% | -92.0% | -55.4% |
| 10Y | +3,571.8% | +522.8% | +3,049.0% | +782.0% |
| All | +8,355.9% | +705.3% | +7,650.6% | +1,747.0% |
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