+8,434.7%
SHOP vs FITB
+288.2%
+8,146.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | -5.1% | +0.6% | -5.7% | -5.3% |
| 30D | +0.6% | -4.7% | +5.3% | +2.4% |
| 3M | +25.0% | +6.7% | +18.4% | +21.8% |
| 6M | +11.9% | +12.6% | -0.6% | +6.3% |
| YTD | -9.9% | +19.1% | -29.0% | -16.5% |
| 1Y | 0.0% | +22.6% | -22.7% | -8.5% |
| 3Y | +117.5% | +127.1% | -9.6% | +62.3% |
| 5Y | -6.6% | +71.8% | -78.5% | -23.3% |
| 10Y | +3,320.3% | +287.2% | +3,033.1% | +1,879.6% |
| All | +8,434.7% | +288.2% | +8,146.5% | +4,882.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling