0.0%
SHOP vs FIX
+128.3%
-128.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.7% |
| 7D | -5.1% | +6.0% | -11.1% | -5.4% |
| 30D | +0.6% | -7.2% | +7.8% | +1.0% |
| 3M | +25.0% | -15.9% | +40.9% | +26.3% |
| 6M | +11.9% | +12.7% | -0.8% | +2.0% |
| YTD | -9.9% | +72.8% | -82.7% | -28.5% |
| 1Y | 0.0% | +122.9% | -122.9% | -26.4% |
| All | 0.0% | +128.3% | -128.3% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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