+3,781.0%
SHOP vs FN
+700.1%
+3,080.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.3% | +7.5% | +2.5% |
| 7D | -1.2% | +0.3% | -1.5% | -1.6% |
| 30D | -14.7% | -16.5% | +1.8% | -11.6% |
| 3M | -7.2% | -42.1% | +34.9% | +6.1% |
| 6M | +54.2% | -52.9% | +107.1% | +81.7% |
| YTD | -8.6% | -28.0% | +19.3% | -12.5% |
| 1Y | +0.5% | -18.5% | +19.0% | -9.2% |
| 3Y | +135.9% | +93.9% | +42.1% | +36.0% |
| 5Y | -11.9% | +170.5% | -182.4% | -57.7% |
| All | +3,781.0% | +700.1% | +3,080.9% | +1,180.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling