-15.7%
SHOP vs FOXA
+87.1%
-102.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.1% | -3.4% | -4.1% |
| 7D | -10.6% | -5.4% | -5.2% | -7.3% |
| 30D | -18.3% | +1.1% | -19.4% | -19.2% |
| 3M | +14.8% | -6.1% | +20.9% | +16.8% |
| 6M | -5.0% | +8.2% | -13.3% | -14.5% |
| YTD | -21.2% | -11.8% | -9.4% | -16.8% |
| 1Y | -11.6% | +9.9% | -21.5% | -22.4% |
| 3Y | +101.2% | +110.7% | -9.5% | +4.5% |
| 5Y | -15.7% | +86.9% | -102.6% | -51.1% |
| All | -15.7% | +87.1% | -102.8% | -51.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling