-8.3%
SHOP vs FITB
+23.3%
-31.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.7% | -6.9% | -7.4% |
| 7D | -4.1% | +2.8% | -6.9% | -4.9% |
| 30D | -11.5% | -4.5% | -7.0% | -10.4% |
| 3M | +21.1% | +5.7% | +15.4% | +19.0% |
| 6M | +3.0% | +17.1% | -14.1% | -3.6% |
| YTD | -16.7% | +18.3% | -35.0% | -22.7% |
| 1Y | -8.3% | +23.9% | -32.2% | -18.8% |
| All | -8.3% | +23.3% | -31.6% | -18.8% |
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