+3,608.8%
SHOP vs FIX
+3,608.1%
+0.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.4% | -1.9% | +2.0% |
| 7D | -5.4% | -17.5% | +12.0% | -1.2% |
| 30D | -10.3% | -41.6% | +31.3% | +3.5% |
| 3M | +1.0% | -40.6% | +41.6% | +14.9% |
| 6M | +41.2% | -49.4% | +90.6% | +64.6% |
| YTD | -7.5% | +9.2% | -16.7% | -19.8% |
| 1Y | -4.6% | +6.5% | -11.0% | -16.8% |
| 3Y | +146.4% | +448.7% | -302.3% | +13.0% |
| 5Y | -2.5% | +948.7% | -951.3% | -64.0% |
| All | +3,608.8% | +3,608.1% | +0.7% | +981.3% |
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