+8,434.7%
SHOP vs FIS
-20.9%
+8,455.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | +0.1% |
| 7D | -5.1% | +1.1% | -6.2% | -5.8% |
| 30D | +0.6% | -2.2% | +2.8% | +2.0% |
| 3M | +25.0% | +2.1% | +22.9% | +22.6% |
| 6M | +11.9% | -14.7% | +26.6% | +23.1% |
| YTD | -9.9% | -35.7% | +25.8% | +19.3% |
| 1Y | 0.0% | -37.1% | +37.0% | +33.5% |
| 3Y | +117.5% | -20.0% | +137.5% | +137.7% |
| 5Y | -6.6% | -62.1% | +55.5% | +65.7% |
| 10Y | +3,320.3% | -37.4% | +3,357.7% | +4,332.2% |
| All | +8,434.7% | -20.9% | +8,455.6% | +9,952.7% |
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