+3,647.2%
SHOP vs FIX
+4,032.2%
-385.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +9.4% | -7.3% | -0.6% |
| 7D | -2.7% | -7.2% | +4.6% | -1.8% |
| 30D | -11.0% | -35.1% | +24.1% | -0.4% |
| 3M | +0.3% | -34.3% | +34.6% | +10.7% |
| 6M | +37.7% | -42.9% | +80.7% | +54.8% |
| YTD | -5.5% | +19.5% | -25.0% | -20.4% |
| 1Y | -0.2% | +16.8% | -17.0% | -15.5% |
| 3Y | +151.9% | +506.7% | -354.8% | +11.6% |
| 5Y | -2.2% | +1,046.7% | -1,048.9% | -65.0% |
| 10Y | +3,647.2% | +3,800.0% | -152.8% | +913.8% |
| All | +3,647.2% | +4,032.2% | -385.0% | +913.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling