+8,355.9%
SHOP vs FN
+1,501.8%
+6,854.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -14.2% | +8.2% | -1.6% |
| 7D | -13.9% | -16.0% | +2.1% | -10.2% |
| 30D | -12.6% | -40.1% | +27.5% | +0.8% |
| 3M | -0.3% | -43.9% | +43.6% | +15.0% |
| 6M | +33.6% | -55.6% | +89.2% | +59.1% |
| YTD | -10.7% | -35.7% | +25.0% | -10.8% |
| 1Y | -11.8% | -39.8% | +28.1% | -10.3% |
| 3Y | +133.9% | +80.3% | +53.6% | +40.8% |
| 5Y | -5.9% | +143.3% | -149.2% | -51.6% |
| 10Y | +3,571.8% | +682.3% | +2,889.5% | +1,102.2% |
| All | +8,355.9% | +1,501.8% | +6,854.1% | +1,505.2% |
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