+124.0%
SHOP vs FIS
-18.3%
+142.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | 0.0% |
| 7D | -5.1% | +1.1% | -6.2% | -5.7% |
| 30D | +0.6% | -2.2% | +2.8% | +1.9% |
| 3M | +25.0% | +2.1% | +22.9% | +22.8% |
| 6M | +11.9% | -14.7% | +26.6% | +21.5% |
| YTD | -9.9% | -35.7% | +25.8% | +13.0% |
| 1Y | 0.0% | -37.1% | +37.0% | +26.3% |
| All | +124.0% | -18.3% | +142.3% | +73.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling