+3,781.0%
SHOP vs FIX
+3,564.5%
+216.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.6% |
| 7D | -1.2% | +9.4% | -10.7% | -3.9% |
| 30D | -14.7% | -27.8% | +13.0% | -7.6% |
| 3M | -7.2% | -35.6% | +28.3% | +3.1% |
| 6M | +54.2% | -45.2% | +99.4% | +76.1% |
| YTD | -8.6% | +19.5% | -28.1% | -23.0% |
| 1Y | +0.5% | +24.2% | -23.7% | -16.8% |
| 3Y | +135.9% | +494.2% | -358.2% | +4.9% |
| 5Y | -11.9% | +1,036.1% | -1,048.0% | -68.6% |
| All | +3,781.0% | +3,564.5% | +216.5% | +952.2% |
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