+3,663.5%
SHOP vs FN
+850.1%
+2,813.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.9% | -4.1% | 0.0% |
| 7D | -2.5% | +8.0% | -10.5% | -5.3% |
| 30D | -16.7% | -19.1% | +2.4% | -12.7% |
| 3M | -2.2% | -29.8% | +27.6% | +5.1% |
| 6M | +45.6% | -43.2% | +88.8% | +60.8% |
| YTD | -7.3% | -18.9% | +11.7% | -14.3% |
| 1Y | -6.1% | -17.9% | +11.8% | -14.4% |
| 3Y | +143.3% | +120.1% | +23.2% | +35.0% |
| 5Y | +0.2% | +206.7% | -206.5% | -53.6% |
| 10Y | +3,663.5% | +804.7% | +2,858.8% | +1,083.3% |
| All | +3,663.5% | +850.1% | +2,813.4% | +1,083.3% |
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