-0.5%
SHOP vs FIX
+1,045.2%
-1,045.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.3% |
| 7D | +2.8% | -13.9% | +16.8% | +7.2% |
| 30D | -14.2% | -35.5% | +21.4% | -1.1% |
| 3M | -5.5% | -33.9% | +28.4% | +6.4% |
| 6M | +32.8% | -43.3% | +76.1% | +53.8% |
| YTD | -8.9% | +18.7% | -27.6% | -30.1% |
| 1Y | -7.7% | +13.8% | -21.5% | -28.0% |
| 3Y | +139.0% | +495.0% | -355.9% | -44.6% |
| 5Y | -0.5% | +1,049.0% | -1,049.6% | -89.0% |
| All | -0.5% | +1,045.2% | -1,045.7% | -89.0% |
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