+3,003.4%
SHOP vs FIS
-40.5%
+3,044.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -5.9% | -1.7% | -3.6% |
| 7D | -4.1% | -3.5% | -0.6% | -1.7% |
| 30D | -11.5% | -7.8% | -3.7% | -6.5% |
| 3M | +21.1% | +0.8% | +20.2% | +19.8% |
| 6M | +3.0% | -21.9% | +24.9% | +20.9% |
| YTD | -16.7% | -39.5% | +22.8% | +16.3% |
| 1Y | -8.3% | -41.0% | +32.7% | +29.5% |
| 3Y | +112.8% | -23.6% | +136.4% | +139.8% |
| 5Y | -9.3% | -65.6% | +56.4% | +79.3% |
| 10Y | +3,003.4% | -40.2% | +3,043.7% | +3,641.9% |
| All | +3,003.4% | -40.5% | +3,044.0% | +3,641.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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