-2.9%
SHOP vs SUI
-26.3%
+23.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.5% | +5.0% | +4.4% |
| 7D | -5.4% | +6.2% | -11.7% | -8.5% |
| 30D | -10.3% | +8.6% | -18.9% | -14.6% |
| 3M | +1.0% | +1.0% | 0.0% | +0.1% |
| 6M | +41.2% | -2.6% | +43.8% | +42.1% |
| YTD | -7.5% | -0.1% | -7.4% | -8.7% |
| 1Y | -4.6% | +0.5% | -5.0% | -6.3% |
| 3Y | +146.4% | +15.3% | +131.2% | +103.6% |
| All | -2.9% | -26.3% | +23.4% | +18.0% |
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