+135.9%
SHOP vs FIX
+503.5%
-367.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.5% |
| 7D | -1.2% | +9.4% | -10.7% | -3.4% |
| 30D | -14.7% | -27.8% | +13.0% | -8.7% |
| 3M | -7.2% | -35.6% | +28.3% | +1.6% |
| 6M | +54.2% | -45.2% | +99.4% | +73.8% |
| YTD | -8.6% | +19.5% | -28.1% | -26.2% |
| 1Y | +0.5% | +24.2% | -23.7% | -20.5% |
| 3Y | +135.9% | +494.2% | -358.2% | -16.6% |
| All | +135.9% | +503.5% | -367.5% | -16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling