+151.9%
SHOP vs FIX
+503.8%
-351.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +9.4% | -7.3% | -0.2% |
| 7D | -2.7% | -7.2% | +4.6% | -2.0% |
| 30D | -11.0% | -35.1% | +24.1% | -2.0% |
| 3M | +0.3% | -34.3% | +34.6% | +9.2% |
| 6M | +37.7% | -42.9% | +80.7% | +52.7% |
| YTD | -5.5% | +19.5% | -25.0% | -23.7% |
| 1Y | -0.2% | +16.8% | -17.0% | -19.0% |
| 3Y | +151.9% | +506.7% | -354.8% | -12.1% |
| All | +151.9% | +503.8% | -351.9% | -12.1% |
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