+3,608.8%
SHOP vs FN
+753.0%
+2,855.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +11.7% | -8.1% | 0.0% |
| 7D | -5.4% | 0.0% | -5.4% | -6.8% |
| 30D | -10.3% | -34.3% | +24.0% | +0.4% |
| 3M | +1.0% | -39.9% | +40.9% | +14.0% |
| 6M | +41.2% | -51.8% | +93.1% | +64.2% |
| YTD | -7.5% | -28.1% | +20.7% | -11.1% |
| 1Y | -4.6% | -29.1% | +24.5% | -8.6% |
| 3Y | +146.4% | +102.4% | +44.0% | +40.1% |
| 5Y | -2.5% | +171.7% | -174.2% | -53.0% |
| All | +3,608.8% | +753.0% | +2,855.8% | +1,068.6% |
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