+9.7%
SHOP vs FIG
-73.2%
+83.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -5.7% | -1.9% | -6.0% |
| 7D | -4.1% | -16.4% | +12.3% | +0.8% |
| 30D | -11.5% | -2.3% | -9.2% | -11.4% |
| 3M | +21.1% | +7.8% | +13.2% | +16.4% |
| 6M | +3.0% | -21.8% | +24.8% | +5.6% |
| YTD | -16.7% | -39.1% | +22.4% | -12.0% |
| 1Y | -8.3% | -56.6% | +48.4% | +2.4% |
| All | +9.7% | -73.2% | +83.0% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 10y: compounded portfolio wealth divided by compounded FIG 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…
10y analysis · Full analysis span regression · 6 months rolling