-11.2%
SHOP vs SUI
-26.4%
+15.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.3% |
| 7D | -1.2% | -1.5% | +0.3% | -0.4% |
| 30D | -14.7% | +3.7% | -18.5% | -16.7% |
| 3M | -7.2% | -0.4% | -6.8% | -7.3% |
| 6M | +54.2% | -2.8% | +57.0% | +55.2% |
| YTD | -8.6% | -1.6% | -7.0% | -9.0% |
| 1Y | +0.5% | -2.1% | +2.6% | +0.2% |
| 3Y | +135.9% | +18.5% | +117.5% | +89.0% |
| All | -11.2% | -26.4% | +15.2% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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