+8,659.4%
SHOP vs FIS
-45.2%
+8,704.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.2% | +5.8% | +4.9% |
| 7D | -5.4% | -25.5% | +20.0% | +8.4% |
| 30D | -10.3% | -15.1% | +4.7% | -6.1% |
| 3M | +1.0% | -32.1% | +33.1% | +22.2% |
| 6M | +41.2% | -36.1% | +77.3% | +76.3% |
| YTD | -7.5% | -55.4% | +47.9% | +46.1% |
| 1Y | -4.6% | -53.9% | +49.3% | +47.4% |
| 3Y | +146.4% | -39.8% | +186.2% | +202.8% |
| 5Y | -2.5% | -71.1% | +68.5% | +94.9% |
| 10Y | +3,703.6% | -53.8% | +3,757.4% | +5,645.3% |
| All | +8,659.4% | -45.2% | +8,704.6% | +12,211.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling