-14.7%
SHOP vs FISV
-57.7%
+43.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.5% |
| 7D | -13.2% | -7.2% | -6.0% | -9.6% |
| 30D | -17.0% | -7.2% | -9.9% | -13.6% |
| 3M | +17.0% | -8.2% | +25.2% | +21.3% |
| 6M | -2.1% | -17.7% | +15.6% | +8.5% |
| YTD | -21.4% | -27.2% | +5.8% | -7.5% |
| 1Y | -11.0% | -63.0% | +52.0% | +34.5% |
| 3Y | +100.9% | -59.8% | +160.7% | +126.8% |
| 5Y | -14.7% | -55.8% | +41.1% | -20.6% |
| All | -14.7% | -57.7% | +43.0% | -20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling