-4.9%
SHOP vs U
+17.5%
-22.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +4.9% | +2.4% | +5.4% |
| 7D | -9.0% | +7.5% | -16.5% | -11.7% |
| 30D | -4.4% | -7.0% | +2.6% | -2.0% |
| 3M | +24.1% | +20.6% | +3.6% | +13.3% |
| 6M | +20.0% | +53.2% | -33.2% | -0.8% |
| YTD | -4.9% | -3.9% | -1.1% | -12.5% |
| 1Y | -4.9% | +18.4% | -23.3% | -19.9% |
| All | -4.9% | +17.5% | -22.4% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 1y: compounded portfolio wealth divided by compounded U 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…
1y analysis · Full analysis span regression · 6 months rolling