-4.9%
SHOP vs FITB
+36.9%
-41.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.5% | +5.9% | +6.9% |
| 7D | -9.0% | +2.3% | -11.4% | -9.6% |
| 30D | -4.4% | +7.7% | -12.1% | -6.5% |
| 3M | +24.1% | -4.5% | +28.6% | +25.7% |
| 6M | +20.0% | +12.5% | +7.5% | +15.0% |
| YTD | -4.9% | +19.8% | -24.7% | -14.7% |
| 1Y | -4.9% | +34.1% | -39.1% | -24.3% |
| All | -4.9% | +36.9% | -41.8% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 1y: compounded portfolio wealth divided by compounded FITB 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…
1y analysis · Full analysis span regression · 6 months rolling