+3,772.8%
SHOP vs FN
+763.2%
+3,009.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.5% | -0.4% |
| 7D | +2.1% | +20.8% | -18.7% | -4.0% |
| 30D | -16.8% | -17.3% | +0.4% | -13.4% |
| 3M | -2.4% | -38.1% | +35.7% | +9.5% |
| 6M | +47.0% | -44.2% | +91.2% | +63.1% |
| YTD | -8.8% | -22.3% | +13.5% | -14.7% |
| 1Y | -6.3% | -20.9% | +14.7% | -13.6% |
| 3Y | +139.3% | +111.1% | +28.2% | +34.4% |
| 5Y | -12.1% | +191.8% | -203.9% | -58.7% |
| All | +3,772.8% | +763.2% | +3,009.6% | +1,149.5% |
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