+3,557.0%
SHOP vs FN
+772.0%
+2,785.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.8% | +1.2% | -2.1% |
| 7D | +2.8% | -4.1% | +6.9% | +3.5% |
| 30D | -14.2% | -28.3% | +14.1% | -6.7% |
| 3M | -5.5% | -33.9% | +28.4% | +3.5% |
| 6M | +32.8% | -43.9% | +76.7% | +46.7% |
| YTD | -8.9% | -23.4% | +14.5% | -14.3% |
| 1Y | -7.7% | -25.4% | +17.7% | -13.1% |
| 3Y | +139.0% | +107.9% | +31.1% | +35.2% |
| 5Y | -0.5% | +195.1% | -195.6% | -53.3% |
| 10Y | +3,557.0% | +794.1% | +2,762.9% | +1,037.3% |
| All | +3,557.0% | +772.0% | +2,785.1% | +1,037.3% |
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