-4.3%
SHOP vs FIX
+14.0%
-18.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +9.4% | -7.3% | +2.2% |
| 7D | -2.7% | -7.2% | +4.6% | -3.2% |
| 30D | -11.0% | -35.1% | +24.1% | -11.9% |
| 3M | +0.3% | -34.3% | +34.6% | -0.6% |
| 6M | +37.7% | -42.9% | +80.7% | +37.2% |
| YTD | -5.5% | +19.5% | -25.0% | -24.9% |
| All | -4.3% | +14.0% | -18.3% | -23.2% |
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 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