-2.9%
SHOP vs FIX
+933.9%
-936.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.4% | -1.9% | +1.6% |
| 7D | -5.4% | -17.5% | +12.0% | -0.2% |
| 30D | -10.3% | -41.6% | +31.3% | +7.3% |
| 3M | +1.0% | -40.6% | +41.6% | +18.5% |
| 6M | +41.2% | -49.4% | +90.6% | +71.0% |
| YTD | -7.5% | +9.2% | -16.7% | -26.7% |
| 1Y | -4.6% | +6.5% | -11.0% | -23.9% |
| 3Y | +146.4% | +448.7% | -302.3% | -41.3% |
| All | -2.9% | +933.9% | -936.8% | -88.9% |
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