+626.5%
SHOP vs FOXA
+99.6%
+526.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.1% | -3.9% | -1.5% |
| 7D | -1.2% | +2.7% | -3.9% | -2.3% |
| 30D | -14.7% | +10.0% | -24.7% | -18.3% |
| 3M | -7.2% | +5.0% | -12.2% | -9.6% |
| 6M | +54.2% | +3.4% | +50.8% | +49.1% |
| YTD | -8.6% | -5.5% | -3.1% | -8.6% |
| 1Y | +0.5% | +5.5% | -5.0% | -4.2% |
| 3Y | +135.9% | +139.3% | -3.3% | +62.9% |
| 5Y | -11.9% | +77.2% | -89.1% | -33.2% |
| All | +626.5% | +99.6% | +526.9% | +387.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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