-5.6%
SHOP vs FIX
+2,061.9%
-2,067.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -1.3% |
| 7D | -5.1% | +6.0% | -11.1% | -7.4% |
| 30D | +0.6% | -7.2% | +7.8% | +2.9% |
| 3M | +25.0% | -15.9% | +40.9% | +29.5% |
| 6M | +11.9% | +12.7% | -0.8% | -2.6% |
| YTD | -9.9% | +72.8% | -82.7% | -38.0% |
| 1Y | 0.0% | +122.9% | -122.9% | -41.1% |
| 3Y | +117.5% | +774.3% | -656.8% | -54.0% |
| All | -5.6% | +2,061.9% | -2,067.5% | -91.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling