+8,659.4%
SHOP vs FITB
+278.4%
+8,381.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.8% | +4.4% | +3.9% |
| 7D | -5.4% | -1.5% | -3.9% | -4.8% |
| 30D | -10.3% | +5.8% | -16.1% | -12.1% |
| 3M | +1.0% | -6.1% | +7.1% | +3.4% |
| 6M | +41.2% | +5.9% | +35.3% | +37.7% |
| YTD | -7.5% | +16.1% | -23.6% | -13.4% |
| 1Y | -4.6% | +28.8% | -33.4% | -14.2% |
| 3Y | +146.4% | +126.0% | +20.4% | +84.4% |
| 5Y | -2.5% | +45.3% | -47.8% | -16.7% |
| 10Y | +3,703.6% | +255.4% | +3,448.2% | +2,184.9% |
| All | +8,659.4% | +278.4% | +8,381.1% | +5,063.7% |
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