+8,659.4%
SHOP vs FIX
+4,736.6%
+3,922.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.4% | -1.9% | +2.1% |
| 7D | -5.4% | -17.5% | +12.0% | -1.4% |
| 30D | -10.3% | -41.6% | +31.3% | +2.7% |
| 3M | +1.0% | -40.6% | +41.6% | +14.0% |
| 6M | +41.2% | -49.4% | +90.6% | +63.2% |
| YTD | -7.5% | +9.2% | -16.7% | -18.8% |
| 1Y | -4.6% | +6.5% | -11.0% | -15.7% |
| 3Y | +146.4% | +448.7% | -302.3% | +21.5% |
| 5Y | -2.5% | +948.7% | -951.3% | -60.3% |
| 10Y | +3,703.6% | +3,659.7% | +43.9% | +1,115.8% |
| All | +8,659.4% | +4,736.6% | +3,922.8% | +3,063.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling