+124.0%
SHOP vs FITB
+132.2%
-8.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.4% |
| 7D | -5.1% | +0.6% | -5.7% | -5.4% |
| 30D | +0.6% | -4.7% | +5.3% | +4.0% |
| 3M | +25.0% | +6.7% | +18.4% | +18.7% |
| 6M | +11.9% | +12.6% | -0.6% | +1.0% |
| YTD | -9.9% | +19.1% | -29.0% | -23.2% |
| 1Y | 0.0% | +22.6% | -22.7% | -17.3% |
| All | +124.0% | +132.2% | -8.2% | +5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling