+3,781.0%
SHOP vs FIS
-53.2%
+3,834.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.2% | -3.9% | -2.3% |
| 7D | -1.2% | +2.8% | -4.0% | -3.2% |
| 30D | -14.7% | -16.7% | +2.0% | -9.6% |
| 3M | -7.2% | -32.3% | +25.1% | +12.9% |
| 6M | +54.2% | -29.1% | +83.2% | +80.6% |
| YTD | -8.6% | -54.1% | +45.5% | +43.8% |
| 1Y | +0.5% | -53.7% | +54.2% | +57.0% |
| 3Y | +135.9% | -38.8% | +174.8% | +186.8% |
| 5Y | -11.9% | -71.1% | +59.2% | +83.5% |
| All | +3,781.0% | -53.2% | +3,834.2% | +4,661.9% |
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