+8,434.7%
SHOP vs FN
+2,127.4%
+6,307.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.7% | -1.6% |
| 7D | -5.1% | -1.7% | -3.4% | -4.6% |
| 30D | +0.6% | -22.0% | +22.6% | +7.4% |
| 3M | +25.0% | -43.0% | +68.0% | +44.8% |
| 6M | +11.9% | -27.7% | +39.7% | +14.6% |
| YTD | -9.9% | -10.5% | +0.7% | -16.7% |
| 1Y | 0.0% | +12.5% | -12.5% | -16.4% |
| 3Y | +117.5% | +153.8% | -36.3% | +20.5% |
| 5Y | -6.6% | +288.0% | -294.6% | -57.9% |
| 10Y | +3,320.3% | +906.4% | +2,413.9% | +960.4% |
| All | +8,434.7% | +2,127.4% | +6,307.3% | +1,398.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling