+8,434.7%
SHOP vs FIX
+7,554.6%
+880.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -1.1% |
| 7D | -5.1% | +6.0% | -11.1% | -6.7% |
| 30D | +0.6% | -7.2% | +7.8% | +2.3% |
| 3M | +25.0% | -15.9% | +40.9% | +28.4% |
| 6M | +11.9% | +12.7% | -0.8% | +2.5% |
| YTD | -9.9% | +72.8% | -82.7% | -29.0% |
| 1Y | 0.0% | +122.9% | -122.9% | -28.3% |
| 3Y | +117.5% | +774.3% | -656.8% | -4.1% |
| 5Y | -6.6% | +2,049.5% | -2,056.1% | -67.4% |
| 10Y | +3,320.3% | +5,821.5% | -2,501.1% | +881.2% |
| All | +8,434.7% | +7,554.6% | +880.1% | +2,664.9% |
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 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