+3,557.0%
SHOP vs FITB
+231.2%
+3,325.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.5% |
| 7D | +2.8% | +0.5% | +2.4% | +2.7% |
| 30D | -14.2% | +7.0% | -21.2% | -16.2% |
| 3M | -5.5% | -4.4% | -1.2% | -3.9% |
| 6M | +32.8% | +11.6% | +21.2% | +27.1% |
| YTD | -8.9% | +18.6% | -27.5% | -15.4% |
| 1Y | -7.7% | +29.8% | -37.6% | -17.1% |
| 3Y | +139.0% | +140.7% | -1.7% | +76.1% |
| 5Y | -0.5% | +48.6% | -49.2% | -15.9% |
| 10Y | +3,557.0% | +224.4% | +3,332.6% | +2,509.3% |
| All | +3,557.0% | +231.2% | +3,325.8% | +2,509.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling