+3,781.0%
SHOP vs FISV
+26.5%
+3,754.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.5% | -1.9% |
| 7D | -1.2% | +1.4% | -2.7% | -2.1% |
| 30D | -14.7% | +38.4% | -53.2% | -30.4% |
| 3M | -7.2% | +14.9% | -22.1% | -15.7% |
| 6M | +54.2% | +21.8% | +32.4% | +33.9% |
| YTD | -8.6% | -5.0% | -3.6% | -7.7% |
| 1Y | +0.5% | -1.2% | +1.7% | -1.1% |
| 3Y | +135.9% | -47.5% | +183.5% | +168.6% |
| 5Y | -11.9% | -36.7% | +24.8% | -11.3% |
| All | +3,781.0% | +26.5% | +3,754.5% | +1,974.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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