+3,647.2%
SHOP vs FIS
-54.6%
+3,701.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.4% | +3.5% | +2.9% |
| 7D | -2.7% | -29.4% | +26.8% | +16.2% |
| 30D | -11.0% | -16.7% | +5.7% | -5.6% |
| 3M | +0.3% | -33.0% | +33.3% | +23.0% |
| 6M | +37.7% | -33.3% | +71.1% | +68.5% |
| YTD | -5.5% | -56.0% | +50.5% | +53.0% |
| 1Y | -0.2% | -54.6% | +54.4% | +58.1% |
| 3Y | +151.9% | -40.6% | +192.5% | +212.5% |
| 5Y | -2.2% | -71.9% | +69.7% | +107.2% |
| 10Y | +3,647.2% | -55.3% | +3,702.5% | +4,658.5% |
| All | +3,647.2% | -54.6% | +3,701.8% | +4,658.5% |
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